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The Siren song of factor timing aka "smart beta timing" aka "style timing"

Asness, Cliff - In: The journal of portfolio management : a publication of … 42 (2016) 5, pp. 1-6

Persistent link: https://www.econbiz.de/10011686650

Asness, Cliff; Frazzini, Andrea; Israel, Ronen; … - In: The journal of portfolio management : a publication of … 40 (2014), pp. 75-92

Persistent link: https://www.econbiz.de/10011433425

Market timing : sin a little resolving the valuation timing puzzle

Asness, Cliff; Ilmanen, Antti; Maloney, Thomas - In: Journal of investment management : JOIM 15 (2017) 3, pp. 23-40

Persistent link: https://www.econbiz.de/10011914783

Contrarian factor timing is deceptiveley difficult

Asness, Cliff; Chandra, Swati; Ilmanen, Antti; Israel, Ronen - In: The journal of portfolio management : a publication of … 43 (2017) 5, pp. 72-87

Persistent link: https://www.econbiz.de/10011686330

Investing with style

Asness, Cliff; Ilmanen, Antti; Israel, Ronen; … - In: Journal of investment management : JOIM 13 (2015) 1, pp. 27-63

Persistent link: https://www.econbiz.de/10011635183

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

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

Fact, Fiction and Momentum Investing

Asness, Clifford S. - 2014

It's been over 20 years since the academic discovery of momentum investing (Jegadeesh and Titman (1993), Asness (1994)), yet much confusion and debate remains regarding its efficacy and its use as a practical investment tool. In some cases “confusion and debate” is us attempting to be...

Persistent link: https://www.econbiz.de/10013054227

Value and momentum everywhere

Asness, Clifford S.; Moskowitz, Tobias J.; Pedersen, … - In: The journal of finance : the journal of the American … 68 (2013) 3, pp. 929-985

Persistent link: https://www.econbiz.de/10009754789

Leverage aversion and risk parity

Asness, Clifford S.; Frazzini, Andrea; Pedersen, Lasse Heje - In: Financial analysts' journal : FAJ 68 (2012) 1, pp. 47-59

Persistent link: https://www.econbiz.de/10009558184