To Win with 'Smart Beta' Ask If the Price is Right-Reference-Cited by-同舟云学术

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To Win with 'Smart Beta' Ask If the Price is Right

Published:2016 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Arnott Robert D.,Beck Noah,Kalesnik Vitali

Publisher

Elsevier BV

Reference25 articles.

1. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects;Yakov Amihud;Journal of Financial Markets,2002

2. What 'Smart Beta' Means to Us;Robert D Arnott;Research Affiliates Fundamentals,2014

3. What Risk Premium Is 'Normal'?;Robert D Arnott;Financial Analysts Journal,2002

4. Fundamental Indexation;Robert D Arnott;Financial Analysts Journal,2005

Cited by 9 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. Factor return forecasting using cashflow spreads;International Review of Economics & Finance;2020-09

2. Factor Timing;The Review of Financial Studies;2020-02-24

3. The Impact of Crowding in Alternative Risk Premia Investing;Financial Analysts Journal;2019-06-16

4. Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing;SSRN Electronic Journal;2019

5. Can Momentum Investing Be Saved?;SSRN Electronic Journal;2017

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