Alice’s adventures in Factorland: Three blunders that plague factor investing
Publication
, Journal Article
Arnott, R; Harvey, CR; Kalesnik, V; Linnainmaa, J
Published in: Journal of Portfolio Management
April 1, 2019
Duke Scholars
Published In
Journal of Portfolio Management
DOI
ISSN
0095-4918
Publication Date
April 1, 2019
Volume
45
Issue
4
Start / End Page
18 / 36
Related Subject Headings
- Finance
- 3502 Banking, finance and investment
- 1502 Banking, Finance and Investment
Citation
APA
Chicago
ICMJE
MLA
NLM
Arnott, R., Harvey, C. R., Kalesnik, V., & Linnainmaa, J. (2019). Alice’s adventures in Factorland: Three blunders that plague factor investing. Journal of Portfolio Management, 45(4), 18–36. https://doi.org/10.3905/jpm.2019.45.4.018
Arnott, R., C. R. Harvey, V. Kalesnik, and J. Linnainmaa. “Alice’s adventures in Factorland: Three blunders that plague factor investing.” Journal of Portfolio Management 45, no. 4 (April 1, 2019): 18–36. https://doi.org/10.3905/jpm.2019.45.4.018.
Arnott R, Harvey CR, Kalesnik V, Linnainmaa J. Alice’s adventures in Factorland: Three blunders that plague factor investing. Journal of Portfolio Management. 2019 Apr 1;45(4):18–36.
Arnott, R., et al. “Alice’s adventures in Factorland: Three blunders that plague factor investing.” Journal of Portfolio Management, vol. 45, no. 4, Apr. 2019, pp. 18–36. Scopus, doi:10.3905/jpm.2019.45.4.018.
Arnott R, Harvey CR, Kalesnik V, Linnainmaa J. Alice’s adventures in Factorland: Three blunders that plague factor investing. Journal of Portfolio Management. 2019 Apr 1;45(4):18–36.
Published In
Journal of Portfolio Management
DOI
ISSN
0095-4918
Publication Date
April 1, 2019
Volume
45
Issue
4
Start / End Page
18 / 36
Related Subject Headings
- Finance
- 3502 Banking, finance and investment
- 1502 Banking, Finance and Investment