Clifford S. Asness: search on Z-Library

The world's largest scientific articles store. 70,000,000+ articles for free.

Don't use scam websites

1

Fact, Fiction, and Value Investing

Asness, Clifford, Frazzini, Andrea, Israel, Ronen, Moskowitz, Tobias

Journal:

The Journal of Portfolio Management

Year:

2015

Language:

english

File:

PDF, 1.18 MB

english, 2015

2

Value and Momentum Everywhere

ASNESS, CLIFFORD S., MOSKOWITZ, TOBIAS J., PEDERSEN, LASSE HEJE

Journal:

The Journal of Finance

Year:

2013

Language:

english

File:

PDF, 2.00 MB

english, 2013

3

Fact, Fiction, and Momentum Investing

Asness, Clifford, Frazzini, Andrea, Israel, Ronen, Moskowitz, Tobias

Journal:

The Journal of Portfolio Management

Year:

2014

Language:

english

File:

PDF, 1013 KB

english, 2014

4

Do Hedge Funds Hedge?

Asness, Clifford S, Krail, Robert J, Liew, John M

Journal:

The Journal of Portfolio Management

Year:

2001

Language:

english

File:

PDF, 218 KB

english, 2001

5

Leverage Aversion and Risk Parity

Asness, Clifford S., Frazzini, Andrea, Pedersen, Lasse H.

Journal:

Financial Analysts Journal

Year:

2012

Language:

english

File:

PDF, 161 KB

english, 2012

6

Quality minus junk

Asness, Clifford S., Frazzini, Andrea, Pedersen, Lasse Heje

Journal:

Review of Accounting Studies

Year:

2018

Language:

english

File:

PDF, 1.89 MB

english, 2018

7

The Interaction of Value and Momentum Strategies

Clifford S. Asness

Journal:

Financial Analysts Journal

Year:

1997

Language:

english

File:

PDF, 1.60 MB

english, 1997

8

Surprise! Higher Dividends = Higher Earnings Growth

Robert D. Arnott and Clifford S. Asness

Journal:

Financial Analysts Journal

Year:

2003

Language:

english

File:

PDF, 2.90 MB

english, 2003

9

INVITED EDITORIAL COMMENT: Pulling the Goalie: Investment Lessons from Watching Hockey

Asness, Clifford, Brown, Aaron

Journal:

The Journal of Portfolio Management

Year:

2019

File:

PDF, 192 KB

2019

10

The Devil in HML’s Details

Asness, Clifford, Frazzini, Andrea

Journal:

The Journal of Portfolio Management

Year:

2013

Language:

english

File:

PDF, 3.47 MB

english, 2013

11

Fight the Fed Model

Asness, Clifford S

Journal:

The Journal of Portfolio Management

Year:

2003

Language:

english

File:

PDF, 161 KB

english, 2003

12

Stocks versus Bonds: Explaining the Equity Risk Premium

Clifford S. Asness

Journal:

Financial Analysts Journal

Year:

2000

Language:

english

File:

PDF, 3.17 MB

english, 2000

13

Rubble Logic: What Did We Learn from the Great Stock Market Bubble?

Clifford S. Asness

Journal:

Financial Analysts Journal

Year:

2005

Language:

english

File:

PDF, 3.19 MB

english, 2005

14

Size matters, if you control your junk

Asness, Clifford, Frazzini, Andrea, Israel, Ronen, Moskowitz, Tobias J., Pedersen, Lasse H.

Journal:

Journal of Financial Economics

Year:

2018

Language:

english

File:

PDF, 2.40 MB

english, 2018

15

Buyback Derangement Syndrome

Asness, Clifford, Hazelkorn, Todd, Richardson, Scott

Journal:

The Journal of Portfolio Management

Year:

2018

Language:

english

File:

PDF, 1.37 MB

english, 2018

16

Quality Minus Junk

Asness, Clifford S., Frazzini, Andrea, Pedersen, Lasse Heje

Journal:

SSRN Electronic Journal

Year:

2013

Language:

english

File:

PDF, 1.93 MB

english, 2013

17

Does Dividend Policy Foretell Earnings Growth?

Arnott, Robert D., Asness, Clifford S.

Journal:

SSRN Electronic Journal

Year:

2002

Language:

english

File:

PDF, 572 KB

english, 2002

18

Momentum in Japan: The Exception that Proves the Rule

Asness, Clifford

Journal:

The Journal of Portfolio Management

Year:

2011

Language:

english

File:

PDF, 748 KB

english, 2011

19

International Diversification Works (Eventually)

Clifford S. Asness, Roni Israelov and John M. Liew

Journal:

Financial Analysts Journal

Year:

2011

Language:

english

File:

PDF, 2.19 MB

english, 2011

20

Leverage Aversion and Risk Parity

Clifford S. Asness, Andrea Frazzini and Lasse H. Pedersen

Journal:

Financial Analysts Journal

Year:

2012

Language:

english

File:

PDF, 1.90 MB

english, 2012

21

The Siren Song of Factor Timing aka “Smart Beta Timing” aka “Style Timing”

Asness, Clifford S

Journal:

The Journal of Portfolio Management

Year:

2016

Language:

english

File:

PDF, 120 KB

english, 2016

22

Contrarian Factor Timing is Deceptively Difficult

Asness, Clifford, Chandra, Swati, Ilmanen, Antti, Israel, Ronen

Journal:

The Journal of Portfolio Management

Year:

2017

Language:

english

File:

PDF, 1.30 MB

english, 2017

23

Practical Applications of Contrarian Factor Timing is Deceptively Difficult

Asness, Clifford, Chandra, Swati, Ilmanen, Antti, Israel, Ronen

Journal:

Practical Applications

Year:

2018

Language:

english

File:

PDF, 732 KB

english, 2018

24

Pulling the Goalie: Hockey and Investment Implications

Asness, Clifford S., Brown, Aaron

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 577 KB

english, 2018

25

Oas Models, Expected Returns, and a Steep Yield Curve

Asness, Clifford S

Journal:

The Journal of Portfolio Management

Year:

1993

Language:

english

File:

PDF, 715 KB

english, 1993

26

My Top 10 Peeves

Asness, Clifford S.

Journal:

Financial Analysts Journal

Year:

2014

Language:

english

File:

PDF, 111 KB

english, 2014

27

Value and Momentum Everywhere

Asness, Clifford S., Moskowitz, Tobias J., Pedersen, Lasse Heje

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 1.62 MB

english, 2012

28

The Power of Past Stock Returns to Explain Future Stock Returns

Asness, Clifford S.

Journal:

SSRN Electronic Journal

Year:

1995

File:

PDF, 1.15 MB

1995

29

Bubble Logic: Or, How to Learn to Stop Worrying and Love the Bull

Asness, Clifford S.

Journal:

SSRN Electronic Journal

Year:

2000

Language:

english

File:

PDF, 182 KB

english, 2000

30

Style Timing

Asness, Clifford S, Friedman, Jacques A, Krail, Robert J, Liew, John M

Journal:

The Journal of Portfolio Management

Year:

2000

Language:

english

File:

PDF, 141 KB

english, 2000

31

An Alternative Future

Asness, Clifford S

Journal:

The Journal of Portfolio Management

Year:

2004

Language:

english

File:

PDF, 115 KB

english, 2004

32

Why Not 100% Equities

Asness, Clifford S

Journal:

The Journal of Portfolio Management

Year:

1996

Language:

english

File:

PDF, 3.98 MB

english, 1996

33

Parallels Between the Cross-Sectional Predictability of Stock and Country Returns

Asness, Clifford S, Liew, John M, Stevens, Ross L

Journal:

The Journal of Portfolio Management

Year:

1997

Language:

english

File:

PDF, 703 KB

english, 1997

34

Low-Risk Investing without Industry Bets

Asness, Clifford S., Frazzini, Andrea, Pedersen, Lasse H.

Journal:

Financial Analysts Journal

Year:

2014

Language:

english

File:

PDF, 463 KB

english, 2014

35

Fact, Fiction and Momentum Investing

Asness, Clifford S., Frazzini, Andrea, Israel, Ronen, Moskowitz, Tobias J.

Journal:

SSRN Electronic Journal

Year:

2014

Language:

english

File:

PDF, 541 KB

english, 2014

36

Fact, Fiction, and Value Investing

Asness, Clifford S., Frazzini, Andrea, Israel, Ronen, Moskowitz, Tobias J.

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 522 KB

english, 2015

37

Predicting Stock Returns Using Industry-Relative Firm Characteristics

Asness, Clifford S., Porter, R. Burt, Stevens, Ross L.

Journal:

SSRN Electronic Journal

Year:

2000

Language:

english

File:

PDF, 365 KB

english, 2000

38

Betting Against Correlation: Testing Theories of the Low-Risk Effect

Asness, Clifford S., Frazzini, Andrea, Gormsen, Niels Joachim, Pedersen, Lasse Heje

Journal:

SSRN Electronic Journal

Year:

2016

Language:

english

File:

PDF, 1.41 MB

english, 2016

39

Stock Options and the Lying Liars Who Don't Want to Expense Them

Clifford S. Asness

Journal:

Financial Analysts Journal

Year:

2004

Language:

english

File:

PDF, 1.37 MB

english, 2004

40

"Stock Options and the Lying Liars Who Don't Want to Expense Them": [Comments and Responses]

Hollister B. Sykes, Clifford S. Asness, Robert A. Olstein, Robert D. Arnott and Kathryn M. Welling

Journal:

Financial Analysts Journal

Year:

2004

Language:

english

File:

PDF, 642 KB

english, 2004

41

An Alternative Future

Asness, Clifford S

Journal:

The Journal of Portfolio Management

Year:

2004

Language:

english

File:

PDF, 114 KB

english, 2004

42

"Speculative Leverage: A False Cure for Pension Woes": A Comment

Clifford Asness

Journal:

Financial Analysts Journal

Year:

2010

Language:

english

File:

PDF, 431 KB

english, 2010

43

SPIE Proceedings [SPIE Microelectronic Processing '93 - Monterey, CA (Sunday 26 September 1993)] Microelectronic Processes, Sensors, and Controls - Ultrashallow p+-n junctions formed by diffusion from an RTCVD-deposited B:Ge layer

Park, Byung G., King, Clifford A., Eaglesham, David J., Sorsch, T. W., Weir, B., Luftman, H. S., Bokor, Jeffrey, Kim, Y. O., Bondur, James A., Elliott, Kiefer, Hauser, John R., Kwong, Dim-Lee, Ray, As

Year:

1994

Language:

english

File:

PDF, 601 KB

english, 1994

44

International Diversification Works (Eventually)

Asness, Clifford S., Israelov, Roni, Liew, John M.

Journal:

Financial Analysts Journal

Year:

2011

Language:

english

File:

PDF, 458 KB

english, 2011

45

Do Hedge Funds Hedge?

Asness, Clifford S., Krail, Robert, Liew, John M.

Journal:

SSRN Electronic Journal

Year:

2001

Language:

english

File:

PDF, 119 KB

english, 2001

46

Fact, Fiction, and Value Investing

Asness, Clifford S., Frazzini, Andrea, Israel, Ronen, Moskowitz, Tobias J.

Journal:

SSRN Electronic Journal

Year:

2015

File:

PDF, 522 KB

2015

47

The Siren Song of Factor Timing

Asness, Clifford S.

Journal:

SSRN Electronic Journal

Year:

2016

Language:

english

File:

PDF, 323 KB

english, 2016

48

The Interaction of Value and Momentum Strategies

Asness, Clifford S.

Journal:

Financial Analysts Journal

Year:

1997

Language:

english

File:

PDF, 240 KB

english, 1997

49

Surprise! Higher Dividends = Higher Earnings Growth

Arnott, Robert D., Asness, Clifford S.

Journal:

Financial Analysts Journal

Year:

2003

Language:

english

File:

PDF, 352 KB

english, 2003

50

Size Matters, If You Control Your Junk

Asness, Clifford S., Frazzini, Andrea, Israel, Ronen, Moskowitz, Tobias J., Pedersen, Lasse Heje

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 1.59 MB

english, 2015