Author:
Zaremba Adam,Shemer Jacob “Koby”
Publisher
Springer International Publishing
Reference31 articles.
1. Arnott, R., Beck, N., & Kalesnik, V. (2016). Timing “smart beta” strategies? Of course! Buy low, sell high! Research Affiliates. Available at https://www.researchaffiliates.com/en_us/publications/articles/541_timing_smart_beta_strategies_of_course_buy_low_sell_high.html . Accessed 31 Oct 2017.
2. Asness, C. S., Friedman, J. A., Krail, R. J., & Liew, J. M. (2000). Style timing: Value versus growth. Journal of Portfolio Management, 26(3), 50–60. https://doi.org/10.3905/jpm.2000.319724 .
3. Asness, C. S., Moskowitz, T. J., & Pedersen, L. H. (2013). Value and momentum everywhere. Journal of Finance, 68(3), 929–985.
4. Avramov, D., Kaplanski, G., & Levy, H. (2017). Talking numbers: Technical versus fundamental investment recommendations. Available at SSRN: https://ssrn.com/abstract=2648292 or https://doi.org/10.2139/ssrn.2648292 . Accessed 21 Oct 2017.
5. Barberis, N., & Shliefer, A. (2003). Style investing. Journal of Financial Economics, 68, 161–199.