Practical Applications of Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing

Rob Arnott; Campbell R Harvey; Vitali Kalesnik; Juhani Linnainmaa

doi:10.3905/pa.7.1.334

Practical Applications of Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing

Rob Arnott, Campbell R Harvey, Vitali Kalesnik and Juhani Linnainmaa

Practical Applications 7 (1) DOI: https://doi.org/10.3905/pa.7.1.334

Rob Arnott

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site

Campbell R Harvey

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site

Vitali Kalesnik

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site

Juhani Linnainmaa

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site

Report
Info & Metrics
PDF (Subscribers Only)

PreviousNext

Explore our content to discover more relevant research

By topic
Across journals
From the experts
Monthly highlights
Special collections

In this issue

Practical Applications

Vol. 7, Issue 1

31 Jul 2019

Table of Contents
Index by author

Download PDF

Article Alerts

User Name *

Password *

Email *

Email Article

Thank you for your interest in spreading the word on Practical Applications.

NOTE: We only request your email address so that the person you are recommending the page to knows that you wanted them to see it, and that it is not junk mail. We do not capture any email address.

Your Email *

Your Name *

Send To *

Enter multiple addresses on separate lines or separate them with commas.

You are going to email the following Practical Applications of Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing

Message Subject (Your Name) has sent you a message from Practical Applications

Message Body (Your Name) thought you would like to see the Practical Applications web site.

Your Personal Message

CAPTCHA

This question is for testing whether or not you are a human visitor and to prevent automated spam submissions.

Citation Tools

Practical Applications of Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing

Rob Arnott, Campbell R Harvey, Vitali Kalesnik, Juhani Linnainmaa

Practical Applications Jul 2019, 7 (1) DOI: 10.3905/pa.7.1.334

Citation Manager Formats

BibTeX
Bookends
EasyBib
EndNote (tagged)
EndNote 8 (xml)
Medlars
Mendeley
Papers
RefWorks Tagged
Ref Manager
RIS
Zotero

Save To My Folders

User Name *

Password *

Remember my user name & password.

Practical Applications of Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing

Rob Arnott, Campbell R Harvey, Vitali Kalesnik, Juhani Linnainmaa

Practical Applications Jul 2019, 7 (1) DOI: 10.3905/pa.7.1.334

Share This Article:

Tweet Widget Facebook Like

Jump to section

Article
Info & Metrics
PDF (Subscribers Only)
PDF (Subscribers Only)

Cited By...

No citing articles found.

Google Scholar

Main menu

User menu

Search