Zobrazeno 1 - 10
of 605
pro vyhledávání: '"Robert D Arnott"'
Autor:
Gauri Goyal
Publikováno v:
Practical Applications. 3:1-5
Publikováno v:
Inquiry: The Journal of Health Care Organization, Provision, and Financing, Vol 59 (2022)
From April 2020 through at least the end of 2021, Americans died from non-Covid causes at an average annual rate of 97 000 in excess of previous trends. Hypertension and heart disease deaths combined were elevated 32 000. Diabetes or obesity, drug-in
Externí odkaz:
https://doaj.org/article/78ad5ffc78714f1284bddfa7cefd29f9
Publikováno v:
Financial Analysts Journal. 79:76-97
Publikováno v:
The Review of Financial Studies.
Factors display strong cross-sectional momentum that subsumes momentum in industries and other portfolio characteristics. The profits of all these momentum strategies—based on factors, industries, and other characteristics—significantly correlate
Publikováno v:
SSRN Electronic Journal.
Publikováno v:
SSRN Electronic Journal.
Autor:
Robert D. Arnott, Omid Shakernia
Publikováno v:
SSRN Electronic Journal.
Autor:
Casey B. Mulligan, Robert D. Arnott
Publikováno v:
SSRN Electronic Journal.
Publikováno v:
The Journal of Portfolio Management. 45:18-36
Factor investing has failed to live up to its many promises. Its success is compromised by three problems that are often underappreciated by investors. First, many investors develop exaggerated expectations about factor performance as a result of dat