In this paper for the Journal of Portfolio Management, Robert D. Arnott, Denis B. Chaves, and Tzee-man Chow examine the interplay that exists between the Shiller P/E ratio and the macroeconomy.
This paper by Axioma examines the impact of increasing levels of constraints on the risk profile and performance of a global Momentum portfolio. The authors compare the results with two other types…
This paper by Axioma examines the impact of increasing levels of constraints on the risk profile and performance of a global Value portfolio. The authors compare the results with two other types of…
