Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing-Reference-Cited by-同舟云学术

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Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing

Published:2019 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Arnott Robert D.,Harvey Campbell R.,Kalesnik Vitali,Linnainmaa Juhani T.

Publisher

Elsevier BV

Reference36 articles.

1. Luck versus Skill in the Cross-Section of Mutual Fund Returns;Journal of Financial Economics,1993

2. Betting Against Beta;Andrea Frazzini;Journal of Financial Economics,2014

3. Presidential Address: The Scientific Outlook in Financial Economics;Campbell R Harvey;Journal of Finance,2017

4. Backtesting;Campbell R Harvey;Journal of Portfolio Management,2014

5. Lucky Factors;Campbell R Harvey;Available on SSRN,2018

Cited by 2 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. ESG Factors in Corporate and Social Risk Management System as an Infrastructure Element of Cross-Border Business;Lex Russica;2022-09-22

2. Stock Characteristics and Stock Returns: A Skeptic’s Look at the Cross-Section of Returns;SSRN Electronic Journal;2019

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