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~isPartOf:"The accounting review : a publication of the American Accounting Association"
~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
~person:"Arnott, Robert D."
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Arnott, Robert D.
Fabozzi, Frank J.
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The accounting review : a publication of the American Accounting Association
The journal of portfolio management : a publication of Institutional Investor
Financial analysts' journal : FAJ
18
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Tactical and tax aware GTAA
Aked, Michael
;
Arnott, Robert D.
;
Bouchey, Paul
;
Li, …
- In:
The journal of portfolio management : a publication of …
45
(
2018
)
2
,
pp. 23-37
Persistent link: https://www.econbiz.de/10012016811
Saved in:
2
The folly of hirinig winners and firing losers
Arnott, Robert D.
;
Kalesnik, Vitali
;
Wu, Lillian
- In:
The journal of portfolio management : a publication of …
45
(
2018
)
1
,
pp. 71-84
Persistent link: https://www.econbiz.de/10011980676
Saved in:
3
Is your alpha big enough to cover its taxes? : a quarter-century retrospective
Arnott, Robert D.
;
Kalesnik, Vitali
;
Schuesler, Trevor
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
5
,
pp. 78-102
Persistent link: https://www.econbiz.de/10011879527
Saved in:
4
Hobbled by benchmarks
Aked, Mike
;
Arnott, Robert D.
;
Shakernia, Omid
; …
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
2
,
pp. 74-88
Persistent link: https://www.econbiz.de/10011880092
Saved in:
5
King of the Mountain : the Shiller P/E and macroeconomic conditions
Arnott, Robert D.
;
Chaves, Denis B.
;
Chow, Tzee-Man
- In:
The journal of portfolio management : a publication of …
44
(
2017
)
1
,
pp. 55-68
Persistent link: https://www.econbiz.de/10011877519
Saved in:
6
Labor conditions and future capital market performance
Arnott, Robert D.
;
Li, Feifei
;
Liu, Xi
- In:
The journal of portfolio management : a publication of …
43
(
2016
)
1
,
pp. 54-71
Persistent link: https://www.econbiz.de/10011686231
Saved in:
7
Rip van Winkle indexing
Arnott, Robert D.
;
Beck, Noah
;
Kalesnik, Vitali
- In:
The journal of portfolio management : a publication of …
41
(
2015
)
4
,
pp. 50-67
Persistent link: https://www.econbiz.de/10011431830
Saved in:
8
The surprising alpha from Malkiel's monkey and upside-down strategies
Arnott, Robert D.
;
Hsu, Jason C.
;
Kalesnik, Vitali
; …
- In:
The journal of portfolio management : a publication of …
39
(
2013
)
4
,
pp. 91-105
Persistent link: https://www.econbiz.de/10009785983
Saved in:
9
Clairvoyant discount rates
Arnott, Robert D.
;
Li, Feifei
;
Warren, Geoff
- In:
The journal of portfolio management : a publication of …
40
(
2013
)
1
,
pp. 109-123
Persistent link: https://www.econbiz.de/10010246271
Saved in:
10
Rebalancing and the value effect
Chaves, Denis B.
;
Arnott, Robert D.
- In:
The journal of portfolio management : a publication of …
38
(
2012
)
4
,
pp. 59-74
Persistent link: https://www.econbiz.de/10009670260
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