This content is from: Portfolio
Back in the Hunt: Related Readings
Links to articles related to the November feature, ‘Market Timing Is Back in the Hunt for Investors.’
Asness, Clifford S., 2012, “An Old Friend: The Stock Market’s Shiller P/E,” AQR White Paper.
Asness, Clifford S., 2000, “Bubble Logic: Or, How to Learn to Stop Worrying and Love the Bull,” working paper.
Asness, Clifford S., 2012, “Momentum in Japan: The Exception That Proves the Rule,” CFA Digest, 42(1).
Asness, Clifford S., and A. Ilmanen, 2012, “The Five-Percent Solution,” Institutional Investor.
Asness, Clifford S., T. J. Moskowitz and L. H. Pedersen, 2013, “Value and Momentum Everywhere,” The Journal of Finance, 68(3), 929–985.
Dimson, Elroy, P. Marsh and M. Staunton, 2013, “Mean Reversion,” Credit Suisse Global Investment Returns Yearbook 2013.
Faber, Mebane T., 2013, “A Quantitative Approach to Tactical Asset Allocation,” working paper.
Goyal, Amit, and I. Welch, 2008, “A Comprehensive Look at the Empirical Performance of Equity Premium Prediction,” The Review of Financial Studies 21(4).
Moskowitz, T., Y.H. Ooi, and L. Pedersen, 2012, “Time Series Momentum,” The Journal of Financial Economics, 104(2), 228–250.
Shiller, Robert, online resource for data described in “Irrational Exuberance,” 2000, Princeton University Press.
Siegel, Jeremy J., 2013, “The Shiller CAPE Ratio: A New Look,” working paper.