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45 citations0/0 files storedThe Journal of Portfolio Management

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

Abstract

1. Clifford S. Asness TOPICS: [Style investing][1], [analysis of individual factors/risk premia][2], [options][3] Although consensus might be too strong a word, modern financial researchers have mostly coalesced behind a set of “factors” that both explain security returns and deliver a

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References

1999Do Industries Explain Momentum?2003The Value Spread 2000Style Timing 2000Predicting Stock Returns Using Industry-Relative Firm Characteristics 2013Quality Minus Junk 2016How Can 'Smart Beta' Go Horribly Wrong?

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2018The Promises and Pitfalls of Factor Timing 2019The Impact of Crowding in Alternative Risk Premia Investing 2021Factor investing and asset allocation strategies: a comparison of factor versus sector optimization 2018Smart beta, smart money

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