Zobrazeno 1 - 10
of 123
pro vyhledávání: '"Robert D. Arnott"'
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
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8a20e9b46723a0305ea9b83f1feb0450
https://doi.org/10.1080/0015198x.2023.2173506
https://doi.org/10.1080/0015198x.2023.2173506
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
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5ddc13466bcac1d14b5452d2017ab889
https://doi.org/10.1093/rfs/hhad006
https://doi.org/10.1093/rfs/hhad006
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bd744929c92b2ef0d5da8cb61a730621
https://doi.org/10.2139/ssrn.4381611
https://doi.org/10.2139/ssrn.4381611
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
Autor:
Robert D. Arnott, Omid Shakernia
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ad261a37642a72d49872e59c89a5afcc
https://doi.org/10.2139/ssrn.4305206
https://doi.org/10.2139/ssrn.4305206
Autor:
Casey B. Mulligan, Robert D. Arnott
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3ef3c462fe9f0fcb15d14009eee7c03a
https://doi.org/10.2139/ssrn.4188883
https://doi.org/10.2139/ssrn.4188883
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
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4b4277ccb8a8d7825bcf85612599185c
https://doi.org/10.3905/jpm.2019.45.4.018
https://doi.org/10.3905/jpm.2019.45.4.018
Publikováno v:
The Journal of Financial Data Science. 1:64-74
Machine learning offers a set of powerful tools that holds considerable promise for investment management. As with most quantitative applications in finance, the danger of misapplying these techniques can lead to disappointment. One crucial limitatio
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f8db25974628b3ab3a5c64c192444c16
https://doi.org/10.3905/jfds.2019.1.064
https://doi.org/10.3905/jfds.2019.1.064
Publikováno v:
The Journal of Portfolio Management. 45:23-37
Global tactical asset allocation (GTAA) has rarely been associated with tax-aware investing. Although GTAA can improve returns over a buy-and-hold strategy, more tactical trading (when profitable) typically leads to higher tax bills. If investors are
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::276f78c12b564ce72350e29486e404bf
https://doi.org/10.3905/jpm.2018.45.2.023
https://doi.org/10.3905/jpm.2018.45.2.023