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Vitali mname Kalesnik · Study
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Author
Vitali mname Kalesnik
16 works
· latest 2023
cluster: provisional
ORCID 0000-0003-0195-8125
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16
Citations
775
Works here
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Most cited in this library
A Survey of Alternative Equity Index Strategies
2011 · 131 citations
Reports of Value’s Death May Be Greatly Exaggerated
2019 · 99 citations
Factor Momentum
2023 · 81 citations
Do Corporate Carbon Emissions Data Enable Investors to Mitigate Climate Change?
2022 · 60 citations
Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing
2019 · 60 citations
Works
16 shown
Factor Momentum
Review of Financial Studies
·
2023
·
3 authors
81
citations
Do Corporate Carbon Emissions Data Enable Investors to Mitigate Climate Change?
The Journal of Portfolio Management
·
2022
·
3 authors
·
Open access
60
citations
Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing
The Journal of Portfolio Management
·
2019
·
4 authors
60
citations
What Is Quality?
Financial Analysts Journal
·
2019
·
3 authors
·
Open access
36
citations
Reports of Value’s Death May Be Greatly Exaggerated
Financial Analysts Journal
·
2019
·
4 authors
·
Open access
99
citations
Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing
SSRN Electronic Journal
·
2019
·
4 authors
·
preprint
·
Open access
17
citations
Is Your Alpha Big Enough to Cover Its Taxes? A Quarter-Century Retrospective
The Journal of Portfolio Management
·
2018
·
3 authors
16
citations
Factor Momentum
SSRN Electronic Journal
·
2018
·
4 authors
·
preprint
·
Open access
21
citations
Timing 'Smart Beta' Strategies? Of Course! Buy Low, Sell High!
SSRN Electronic Journal
·
2017
·
3 authors
·
preprint
·
Open access
28
citations
Will Your Factor Deliver? An Examination of Factor Robustness and Implementation Costs
Financial Analysts Journal
·
2016
·
4 authors
32
citations
How Can 'Smart Beta' Go Horribly Wrong?
SSRN Electronic Journal
·
2016
·
3 authors
·
preprint
·
Open access
51
citations
A Framework for Assessing Factors and Implementing Smart Beta Strategies
The Journal of Index Investing
·
2015
·
3 authors
21
citations
The Surprising 'Alpha' from Malkiel's Monkey and Upside-Down Strategies
The Journal of Portfolio Management
·
2012
·
4 authors
·
Open access
58
citations
A Survey of Alternative Equity Index Strategies
Financial Analysts Journal
·
2011
·
4 authors
131
citations
A Survey of Alternative Equity Index Strategies
SSRN Electronic Journal
·
2011
·
4 authors
·
preprint
·
Open access
31
citations
Performance Attribution: Measuring Dynamic Allocation Skill
Financial Analysts Journal
·
2010
·
2 authors
·
Open access
33
citations