文件清单 29 项

• Efficient_Market_Baloney,_Says_Famed_Value_And_Momentum_Strategist_Cliff_Asness_Forbes.pdf
• Carry.pdf
• AQR_Quality-Junk.pdf
• DemystifyingManagedFutures.pdf
• Buffett's Alpha.pdf
• AQR_Sovereign BP.pdf
• DispositionEffect and Under-reaction to News.pdf
• Asset Pricing with Liquidity Risk.pdf
• BettingAgainstBeta.pdf

展开全部 29 项

• time_series_momentum.pdf
• Sovereign is risk.pdf
• Surprise_Higher_Dividends_Higher_Earnings_Growth.pdf
• Slow Moving Capital.pdf
• What Did We Learn from the Great Stock Bubble.pdf
• ValMomEverywhere.pdf
• THE EARNINGS ANNOUNCEMENT PREMIUM AND TRADING VOLUME.pdf
• The 5% position.pdf
• Trading Costs of Asset Pricing Anomalies.pdf
• The Devil in HML’s Details.pdf
• International Diversification Works.pdf
• shorting, firm size.pdf
• Embedded Leverage - Frazzini and Pedersen.pdf
• mom crashes.pdf
• My Top 10 Peeves.pdf
• Dumb money Mutual fund flows and the cross-section of stock returns - Frazzini and Lamont.pdf
• Low-Risk Investing Without Industry Bets.pdf
• Is Alpha Just Beta.pdf
• measuring systemic risk.pdf
• Leverage Aversion and Risk Parity.pdf