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Tribute: my friend Jack
Asness, Cliff - In: The journal of beta investment strategies 13 (2022) 1, pp. 20-21
Persistent link: https://www.econbiz.de/10014233030
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Size matters, if you control your junk
Asness, Cliff; Frazzini, Andrea; Israel, Ronen; … - 2018
Persistent link: https://www.econbiz.de/10011884243
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Deep value
Asness, Cliff; Liew, John M.; Pedersen, Lasse Heje; … - 2018
Persistent link: https://www.econbiz.de/10011884256
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Betting against correlation : testing theories of the low-risk effect
Asness, Cliff; Frazzini, Andrea; Gormsen, Niels; … - 2018
Persistent link: https://www.econbiz.de/10011884270
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Fact, fiction, and factor investing
Aghassi, Michele; Asness, Cliff; Fattouche, Charles; … - In: The journal of portfolio management : JPM 49 (2023) 2, pp. 57-94
Persistent link: https://www.econbiz.de/10014232192
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Quality minus junk
Asness, Cliff; Frazzini, Andrea; Pedersen, Lasse Heje - In: Review of accounting studies 24 (2019) 1, pp. 34-112
Persistent link: https://www.econbiz.de/10012006051
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Deep value
Asness, Cliff; Liew, John; Pedersen, Lasse Heje; … - In: The journal of portfolio management : JPM 47 (2021) 4, pp. 11-40
Persistent link: https://www.econbiz.de/10012486041
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Betting against correlation : testing theories of the low-risk effect
Asness, Cliff; Frazzini, Andrea; Gormsen, Niels; … - In: Journal of financial economics 135 (2020) 3, pp. 629-652
Persistent link: https://www.econbiz.de/10012543201
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Size matters, if you control your junk
Asness, Cliff; Frazzini, Andrea; Israel, Ronen; … - In: Journal of financial economics 129 (2018) 3, pp. 479-509
Persistent link: https://www.econbiz.de/10011982292
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International diversification - still not crazy after all these years
Asness, Cliff; Ilmanen, Antti; Villalon, Dan - In: The journal of portfolio management : JPM 49 (2023) 6, pp. 9-18
Persistent link: https://www.econbiz.de/10014308864