Fact, Fiction, and Value Investing-Reference-Cited by-同舟云学术

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Fact, Fiction, and Value Investing

Published:2015 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Asness Clifford S.,Frazzini Andrea,Israel Ronen,Moskowitz Tobias J.

Publisher

Elsevier BV

Reference71 articles.

1. Fundamental Indexation;R Arnott;Financial Analysts Journal,2004

2. An Overwrought Orthodoxy;R Arnott;Institutional Investor,2006

3. The Interaction of Value and Momentum Strategies;C Asness;Financial Analysts Journal,1997

Cited by 5 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Predictive Modeling: An Optimized and Dynamic Solution Framework for Systematic Value Investing;SSRN Electronic Journal;2017

2. The Siren Song of Factor Timing;SSRN Electronic Journal;2016

3. My Factor Philippic;SSRN Electronic Journal;2016

4. Beyond Backtesting: The Historical Evidence Trap;SSRN Electronic Journal;2015

5. Momentum and Markowitz: A Golden Combination;SSRN Electronic Journal;2015

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