2

Fundamentals of Efficient Factor Investing (corrected May 2017)

Year:
2016
Language:
english
File:
PDF, 626 KB
english, 2016
3

Minimum-Variance Portfolios in the U.S. Equity Market

Year:
2006
Language:
english
File:
PDF, 939 KB
english, 2006
4

Minimum-Variance Portfolio Composition

Year:
2011
Language:
english
File:
PDF, 1.20 MB
english, 2011
6

Risk Allocation versus Asset Allocation

Year:
2002
Language:
english
File:
PDF, 310 KB
english, 2002
7

A Factor Approach to Asset Allocation

Year:
2005
Language:
english
File:
PDF, 168 KB
english, 2005
9

Factor Investing || Diversification and the Volatility Risk Premium

Year:
2017
Language:
english
File:
PDF, 489 KB
english, 2017
11

Return Dispersion and Active Management

Year:
2001
Language:
english
File:
PDF, 2.88 MB
english, 2001
12

Performance Attribution and the Fundamental Law

Year:
2005
Language:
english
File:
PDF, 2.41 MB
english, 2005
13

Minimum Variance Portfolio Composition

Year:
2010
Language:
english
File:
PDF, 849 KB
english, 2010
14

State-Dependent Asset Allocation

Year:
1998
Language:
english
File:
PDF, 937 KB
english, 1998
15

Pure Factor Portfolios and MultivariateRegression Analysis

Year:
2017
Language:
english
File:
PDF, 1.37 MB
english, 2017
16

Portfolio Constraints and the Fundamental Law of Active Management

Year:
2002
Language:
english
File:
PDF, 433 KB
english, 2002
18

Market responses to asbestos in buildings

Year:
1990
Language:
english
File:
PDF, 1.05 MB
english, 1990
19

Know Your VMS Exposure

Year:
2010
Language:
english
File:
PDF, 1.24 MB
english, 2010
21

Toward More Information-Efficient Portfolios

Year:
2004
Language:
english
File:
PDF, 335 KB
english, 2004
22

Long-Short Extensions: How Much Is Enough?

Year:
2008
Language:
english
File:
PDF, 1.81 MB
english, 2008
25

Sexually transmitted diseases and HIV infection among homosexual men.

Year:
1993
Language:
english
File:
PDF, 282 KB
english, 1993
26

Smoking and human papillomavirus infection. Disease progression unrelated to smoking.

Year:
1993
Language:
english
File:
PDF, 275 KB
english, 1993
27

Performance Attribution and the Fundamental Law

Year:
2005
Language:
english
File:
PDF, 707 KB
english, 2005
28

Return Dispersion and Active Management

Year:
2001
Language:
english
File:
PDF, 162 KB
english, 2001
29

The Not-So-Well-Known Three-and-One-Half Factor Model

Year:
2013
Language:
english
File:
PDF, 488 KB
english, 2013
30

When Does Cap-Weighting Outperform? Factor-Based Explanations

Year:
2018
Language:
english
File:
PDF, 475 KB
english, 2018
31

Long–Short Extensions: How Much Is Enough?

Year:
2008
Language:
english
File:
PDF, 326 KB
english, 2008
33

Mild cervical cytological abnormalities.

Year:
1992
File:
PDF, 303 KB
1992