1

Are High-Beta, Large-Capitalization Stocks Overpriced?

Year:
1985
Language:
english
File:
PDF, 401 KB
english, 1985
2

Long-Term Memory in Equity Style Indexes

Year:
1998
Language:
english
File:
PDF, 1.41 MB
english, 1998
9

Information Coefficients Are Useful

Year:
1983
Language:
english
File:
PDF, 494 KB
english, 1983
11

Speed of Adjustment in U.S. Financial Markets

Year:
2006
Language:
english
File:
PDF, 127 KB
english, 2006
12

The Quality of Information Coefficients

Year:
1983
Language:
english
File:
PDF, 506 KB
english, 1983
20

A meta-analysis of mutual fund performance

Year:
1993
Language:
english
File:
PDF, 752 KB
english, 1993
32

The January Effect and the Global Value-Growth Premium

Year:
2002
Language:
english
File:
PDF, 176 KB
english, 2002
35

Is Fixed-Weight Asset Allocation Really Better?

Year:
2001
Language:
english
File:
PDF, 83 KB
english, 2001
47

A Panel Study of U.S. Equity Pension Fund Manager Style Performance

Year:
2000
Language:
english
File:
PDF, 66 KB
english, 2000
48

A meta-analysis pricing “risk” factors in APT

Year:
1987
Language:
english
File:
PDF, 1.71 MB
english, 1987
49

Measuring stability and growth in annual EPS

Year:
1983
Language:
english
File:
PDF, 373 KB
english, 1983
50

The Dimensions of International Equity Style

Year:
1998
Language:
english
File:
PDF, 1023 KB
english, 1998