Vitali Kalesnik - Publications, H-index & Citations

Vitali Kalesnik

Dartmouth College

16H指数

60论文数

926被引数

收录论文 9

发表时间

Earning Alpha by Avoiding the Index Rebalancing Crowd

FINANCIAL ANALYSTS JOURNAL

IF2.2

2023-04-05

OAAI

Arnott, Robert D.; Brightman, Christopher; Kalesnik, Vitali; Wu, Lillian

Factor Momentum

REVIEW OF FINANCIAL STUDIES

IF5.4

2023-01-16

PREAI

Arnott, Robert D.; Kalesnik, Vitali; Linnainmaa, Juhani T.

Exploiting the persistence in managerial market timing

FINANCE RESEARCH LETTERS

IF6.9

2022-05-01

PREAI

Goto, Shingo; Kalesnik, Vitali

Reports of Value's Death May Be Greatly Exaggerated

FINANCIAL ANALYSTS JOURNAL

IF2.2

2021-01-08

OAAI

Arnott, Robert D.; Harvey, Campbell R.; Kalesnik, Vitali; Linnainmaa, Juhani T.

What Is Quality?

FINANCIAL ANALYSTS JOURNAL

IF2.2

2019-03-18

OAAI

Hsu, Jason; Kalesnik, Vitali; Kose, Engin

Performance Attribution: Measuring Dynamic Allocation Skill

FINANCIAL ANALYSTS JOURNAL

IF2.2

2018-12-31

PREAI

Hsu, Jason C.; Kalesnik, Vitali; Myers, Brett W.

A Survey of Alternative Equity Index Strategies: Author Response

FINANCIAL ANALYSTS JOURNAL

IF2.2

2018-12-30

PREAI

Chow, Tzee-Man; Hsu, Jason; Kalesnik, Vitali; Little, Bryce

A Survey of Alternative Equity Index Strategies

FINANCIAL ANALYSTS JOURNAL

IF2.2

2018-12-30

PREAI

Chow, Tzee-man; Hsu, Jason; Kalesnik, Vitali; Little, Bryce

Will Your Factor Deliver? An Examination of Factor Robustness and Implementation Costs

FINANCIAL ANALYSTS JOURNAL

IF2.2

2018-12-27

PREAI

Beck, Noah; Hsu, Jason; Kalesnik, Vitali; Kostka, Helge

研究方向