1. Value and Momentum Everywhere
2. 2014 David Blitz Joop Huij Simon Lansdorp Pim Vliet Factor Investing: Long‐Only versus Long‐Short
3. Portfolio Advice in a Multifactor World;Cochrane John;Federal Reserve Bank of Chicago Economic Perspectives,1999
4. An Anatomy of Trading Strategies
5. 2016 Rebalancing Returns and Volatility Pumping’ Caas Business School Working Paper Keith Cuthbertson Simon Hayley Nick Motson Dirk Nitzche ‘Diversification Returns