1. Amihud, Yakov, and Haim Mendelson. 1986. “Asset Pricing and the Bid–Ask Spread”, Journal of Financial Economics, December, 17(2), 223–249.
2. Arnott, Rob, Noah Beck, Vitali Kalesnik, and John West. 2016a. “How Can ‘Smart Beta’ Go Horribly Wrong?”, Research Affiliates, February.
3. Arnott, Robert D., Noah Beck, and Vitali Kalesnik. 2016b. “To Win with ‘Smart Beta’ Ask If the Price Is Right”, Research Affiliates, June.
4. Asness, Clifford S. 2016a. “The Siren Song of Factor Timing”, The Journal of Portfolio Management, Special QES Issue, 42(5), 1–6.
5. Asness, Clifford S. 2016b. “My Factor Philippic”, AQR Capital Management.