1. Asness, C. (1997). The interaction between value and momentum strategies. Financial Analysts Journal, 53(2), 29.
2. Black, F., & Litterman, R. (1990). Asset allocation: combining investor views with market equilibrium. Technical report, Goldman Sachs Fixed Income Research, 1990.
3. Black, F., & Litterman, R. (1992). Global portfolio optimization. Financial Analysts Journal, 48, 28–43.
4. Clarke, R., de Silva, H., & Thorley, S. (2006). The fundamental law of active portfolio management. Journal of Investment Management, 4(3), 54–72.
5. Fama, E. F., & French, K. R. (1992). The cross-section of expected stock returns. Journal of Finance, 47(2), 427–465.