Factor Momentum-Reference-Cited by-同舟云学术

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Factor Momentum

Published:2018 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Arnott Robert D.,Clements Mark,Kalesnik Vitali,Linnainmaa Juhani T.

Publisher

Elsevier BV

Reference34 articles.

1. Value and momentum everywhere;C Asness;Journal of Finance,2013

2. Low-risk investing without industry bets;C S Asness;Financial Analysts Journal,2014

3. Scaling up market anomalies;D Avramov;Journal of Investing,2017

4. Which alpha?;F Barillas;Review of Financial Studies,2016

Cited by 26 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 Timing with Portfolio Characteristics;The Review of Asset Pricing Studies;2023-06-06

2. Timing the factor zoo via deep learning: Evidence from China;Accounting & Finance;2022-12-10

3. Portable Beta and Total Portfolio Management;Financial Analysts Journal;2022-06-22

4. Carry Momentum;Financial Analysts Journal;2022-01-02

5. Choosing factors: the international evidence;Applied Economics;2021-09-02

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