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Robert D. mname Arnott · Study
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Author
Robert D. mname Arnott
21 works
· latest 2023
cluster: provisional
ORCID 0000-0003-3171-6063
Works
21 shown
Factor Momentum
Review of Financial Studies
·
2023
·
3 authors
81
citations
Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing
The Journal of Portfolio Management
·
2019
·
4 authors
60
citations
A Backtesting Protocol in the Era of Machine Learning
The Journal of Financial Data Science
·
2019
·
3 authors
·
Open access
87
citations
Reports of Value’s Death May Be Greatly Exaggerated
Financial Analysts Journal
·
2019
·
4 authors
·
Open access
99
citations
How Can 'Smart Beta' Go Horribly Wrong?
SSRN Electronic Journal
·
2016
·
3 authors
·
preprint
·
Open access
51
citations
The Glidepath Illusion… and Potential Solutions
The Journal of Retirement
·
2013
·
3 authors
·
Open access
53
citations
The Surprising 'Alpha' from Malkiel's Monkey and Upside-Down Strategies
The Journal of Portfolio Management
·
2012
·
4 authors
·
Open access
58
citations
The Fundamental Index: A Better Way to Invest
·
2008
·
3 authors
43
citations
Noise, CAPM, and the Size and Value Effects
SSRN Electronic Journal
·
2006
·
2 authors
·
preprint
·
Open access
43
citations
Fundamental Indexation
Financial Analysts Journal
·
2005
·
3 authors
·
Open access
378
citations
Earnings Growth: The Two Percent Dilution
Financial Analysts Journal
·
2003
·
2 authors
·
Open access
64
citations
Surprise! Higher Dividends = Higher Earnings Growth
Financial Analysts Journal
·
2003
·
2 authors
·
Open access
212
citations
What Risk Premium Is “Normal”?
Financial Analysts Journal
·
2002
·
2 authors
·
Open access
306
citations
Rebalancing a Global Policy Benchmark
The Journal of Portfolio Management
·
2002
·
2 authors
47
citations
The Death of the Risk Premium
The Journal of Portfolio Management
·
2001
·
2 authors
68
citations
Loss Harvesting
The journal of wealth management
·
2001
·
3 authors
45
citations
How Well Have Taxable Investors Been Served in the 1980s and 1990s?
The Journal of Portfolio Management
·
2000
·
3 authors
56
citations
Is Your Alpha Big Enough To Cover Its Taxes?
The Journal of Portfolio Management
·
1993
·
2 authors
99
citations
Rebalancing
The Journal of Investing
·
1993
·
2 authors
48
citations
The Measurement and Control of Trading Costs
Financial Analysts Journal
·
1990
·
2 authors
132
citations
A Total Differential Approach to Equity Duration
Financial Analysts Journal
·
1989
·
4 authors
91
citations