Zobrazeno 1 - 9
of 9
pro vyhledávání: '"Lillian J. Wu"'
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ce7c54b0c53efd473406e3f914a6185c
https://doi.org/10.2139/ssrn.4099610
https://doi.org/10.2139/ssrn.4099610
Publikováno v:
SSRN Electronic Journal.
This paper applies the “big market delusion” concept developed by Cornell and Damodaran to the electric vehicles market. The hallmark of a big market delusion is when all the firms in the evolving industry rise together even though they are often
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::babe9e66c6ae980d8f97d0b87672ca7b
https://doi.org/10.2139/ssrn.3801052
https://doi.org/10.2139/ssrn.3801052
Publikováno v:
The Journal of Retirement. 2:14-21
Both investor contributions and investment returns determine retirement plan outcomes, but they have distinctive effects over the investor’s lifecycle. Focusing on target-date funds (TDFs) in 401(k) plans, our research demonstrates that in the earl
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7d1c7bcc5c006c44121309f94e72cd3c
https://doi.org/10.3905/jor.2015.2.4.014
https://doi.org/10.3905/jor.2015.2.4.014
Publikováno v:
SSRN Electronic Journal.
Institutional investors often sell funds (or fire managers) once they have underperformed the market over the last two to three years, typically replacing them with funds or managers that recently outperformed. This seemingly sensible strategy, inten
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3b8dd2fea0f5e3643adadd6411c005eb
https://doi.org/10.2139/ssrn.3099723
https://doi.org/10.2139/ssrn.3099723
Publikováno v:
SSRN Electronic Journal.
This is the first in a series of papers we will publish in 2017 that demonstrate factor tilts generally deliver far less alpha in live portfolios than they do on paper, or put another way, investment managers generally fail to capture the returns tha
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f564eab1fa601c90f4e8fbde42b35285
https://doi.org/10.2139/ssrn.3040964
https://doi.org/10.2139/ssrn.3040964
Publikováno v:
SSRN Electronic Journal.
On paper, momentum is one of the most compelling factors: simulated portfolios based on momentum add remarkable value, in most time periods and in most asset classes, all over the world. So, our title may seem unduly provocative. However, live result
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1a6a9b4978e92aa115f44bf39c8195d4
https://doi.org/10.2139/ssrn.3099687
https://doi.org/10.2139/ssrn.3099687
Publikováno v:
The Journal of Retirement. 1:13-28
Target-date investment strategies purport to meet the two primary objectives of any retirement savings program: maximizing the real value of investors’ nest eggs while minimizing uncertainty around prospective income in retirement. The authors demo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0df3481566815eabac5d988eaef4a897
https://doi.org/10.3905/jor.2013.1.2.013
https://doi.org/10.3905/jor.2013.1.2.013
Publikováno v:
SSRN Electronic Journal.
Thomas Piketty’s Capital in the Twenty-First Century rocketed to the top of the best-seller lists the moment it was published in 2013, and remained there for months. While this feat is quite remarkable for a weighty tome on economics, it’s no mys
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bc309fb1637a795481f984dc9c931901
https://doi.org/10.2139/ssrn.2599827
https://doi.org/10.2139/ssrn.2599827
Autor:
Robert D. Arnott, Lillian J. Wu
Publikováno v:
SSRN Electronic Journal.
Much ink has been spilled on the perils of allowing some companies to become “too big to fail.” This assumes that governments, hence taxpayers, must foot the bill when these Top Dogs become seriously ill, while reinforcing a view that the Top Dog
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a902402e750f667fb3bfb7d4e14245e5
https://doi.org/10.2139/ssrn.2088515
https://doi.org/10.2139/ssrn.2088515