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Structural inefficiencies in municipal bond futures

Arnott, Rob - In: Advances in futures and options research : a research annual 2 (1987), pp. 313-319

Persistent link: https://www.econbiz.de/10001081764

Active asset allocation

Arnott, Rob - In: The theory and practice of investment management, (pp. 841-857). 2002

Persistent link: https://www.econbiz.de/10001730179

Asset allocation : a handbook of portfolio policies, strategies & tactics

Arnott, Rob (ed.) - 1988

Persistent link: https://www.econbiz.de/10013548658

Jack Bogle and smart beta : disruption in the investment management industry

Arnott, Rob; Sherrerd, Katrina - In: The journal of beta investment strategies 13 (2022) 1, pp. 28-37

Persistent link: https://www.econbiz.de/10014233035

Clairvoyant discount rates

Arnott, Rob; 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

Clairvoyant value II : the growth/value cycle

Arnott, Rob; Li, Feifei; Sherrerd, Katrina F. - In: The journal of portfolio management : a publication of … 35 (2008/09) 4, pp. 142-157

Persistent link: https://www.econbiz.de/10009520445

Asset allocation and portable alpha

Arnott, Rob; Harris, Brent R. - In: Portable alpha theory and practice : what investors …, (pp. 65-94). 2008

Persistent link: https://www.econbiz.de/10003703982

Can noise create the size and value effects?

Arnott, Rob; Hsu, Jason C.; Liu, Jun; Markowitz, Harry - In: Management science : journal of the Institute for … 61 (2015) 11, pp. 2569-2579

Persistent link: https://www.econbiz.de/10011409071

Clairvoyant Discount Rates

Arnott, Rob - 2017

In 2009, Arnott, Li, and Sherrerd asked how a clairvoyant investor—an investor who can see the future cash flows that a company will deliver to its shareholders and an eventual resale price—would have valued individual stocks. By examining past share prices in the context of subsequent...

Persistent link: https://www.econbiz.de/10012963522

How transitory is inflation?

Arnott, Rob; Shakernia, Omid - In: The journal of portfolio management : JPM 49 (2023) 5, pp. 21-33

Persistent link: https://www.econbiz.de/10014307529