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Research Affiliates Llc

学者数16
论文数12
被引数0
关联论文 (12)
发表时间
Is Sector Neutrality in Factor Investing a Mistake?
err2023-05-11
err6
errOAAI
errEhsani, Sina; Harvey, Campbell R.; Li, Feifei
err分享
err收藏
Earning Alpha by Avoiding the Index Rebalancing Crowd
err2023-04-05
err2
errOAAI
errArnott, Robert D.; Brightman, Christopher; Kalesnik, Vitali; Wu, Lillian
err分享
err收藏
Pricing Implications of Noise
err2022-10-25
err1
PREAI
errGoulding, Christian L.; Santosh, Shrihari; Zhang, Xingtan
err分享
err收藏
Reports of Value's Death May Be Greatly Exaggerated
err2021-01-08
err42
errOAAI
errArnott, Robert D.; Harvey, Campbell R.; Kalesnik, Vitali; Linnainmaa, Juhani T.
err分享
err收藏
Transaction Costs of Factor-Investing Strategies
err2019-03-20
err20
errOAAI
errLi, Feifei; Chow, Tzee-Man; Pickard, Alex; Garg, Yadwinder
err分享
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Performance Attribution: Measuring Dynamic Allocation Skill
err2018-12-31
err11
PREAI
errHsu, Jason C.; Kalesnik, Vitali; Myers, Brett W.
err分享
err收藏
err分享
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Demographic Changes, Financial Markets, and the Economy
err2018-12-30
err32
PREAI
errArnott, Robert D.; Chaves, Denis B.
err分享
err收藏
A Survey of Alternative Equity Index Strategies
err2018-12-30
err62
PREAI
errChow, Tzee-man; Hsu, Jason; Kalesnik, Vitali; Little, Bryce
err分享
err收藏
Will Your Factor Deliver? An Examination of Factor Robustness and Implementation Costs
err2018-12-27
err16
PREAI
errBeck, Noah; Hsu, Jason; Kalesnik, Vitali; Kostka, Helge
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err收藏
The Impact of Constraints on Minimum-Variance Portfolios
err2018-12-27
err11
PREAI
errChow, Tzee-Man; Kose, Engin; Li, Feifei
err分享
err收藏