1. The surprising ‘alpha’ from Malkiel’s monkey and upside-down strategies;Arnott;Journal of Portfolio Management,2013
2. Harvesting risk premia for large scale portfolios: analysis of risk premia indices for the Ministry of Finance;Bambaci,2013
3. Foundations of factor investing;Bender,2013
4. Introducing MSCI Index Metrics: an analytical framework for factor investing;Kassam,2013
5. Macro-sensitive portfolio strategies: macroeconomic risk and asset cash-flows;Winkelmann,2013