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The Siren Song of Factor Timing · Study

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PreprintThe Siren Song of Factor Timing

Clifford S. Asness2016

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Preprintgreen2016

The Siren Song of Factor Timing

Clifford S. Asness

24 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Stock Market Forecasting Methods

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2013Value and Momentum Everywhere 1999Do Industries Explain Momentum?2018Quality minus junk 2003The Value Spread 2000Style Timing 2000Predicting Stock Returns Using Industry-Relative Firm Characteristics 2013Quality Minus Junk 2015Fact, Fiction, and Value Investing

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2016INVITED EDITORIAL COMMENTarticle · 6 shared references 2022Factor Momentum and the Momentum Factorarticle · 4 shared references 2019Factor Momentum Everywherearticle · 4 shared references 2017Contrarian Factor Timing is Deceptively Difficultarticle · 4 shared references 2017Factor Timing with Cross-Sectional and Time-Series Predictorsarticle · 4 shared references 2020Is (Systematic) Value Investing Dead?article · 4 shared references

Details

Year2016

Typepreprint

Published2016-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations24

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.2763956

openalex_workW2335925347

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