Why Factor Tilts are Not Smart 'Smart Beta'-Reference-Cited by-同舟云学术

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Why Factor Tilts are Not Smart 'Smart Beta'

Published:2017 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Arnott Robert D.,Clements Mark William,Kalesnik Vitali

Publisher

Elsevier BV

Reference6 articles.

1. The Market Impact of Passive Trading;Michael Aked;Journal of Trading,2015

2. The Surprising Alpha from Malkiel's Monkey and Upside-Down Strategies;Robert D Arnott;Journal of Portfolio Management,2013

3. Fact, Fiction, and Value Investing;Clifford Asness;Journal of Portfolio Management,2015

Cited by 4 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. On the anomaly tilts of factor funds;Financial Management;2024-05-14

2. Risk‐sensitive benchmarked asset management with expert forecasts;Mathematical Finance;2021-04-26

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

4. I Was Blind, But Now I See: Bubbles in Academe;SSRN Electronic Journal;2017

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