Trade-Off in Multifactor Smart Beta Investing: Factor Premium and Implementation Cost

F Li, JY Shim - Journal of Portfolio Management, 2019 - search.proquest.com
The authors study the impact of the inclusion of the momentum and size factors, and the
selectiveness in stock screening, on the performance and implementation cost of a multifactor …

What drives the value premium? Risk versus mispricing: Evidence from international markets

…, JC Hsu, V Kalesnik, JY Shim - Journal of Investment …, 2013 - papers.ssrn.com
Value stocks outperform growth stocks. The academic literature provides two competing
interpretations on what drives the value premium: exposure to risk factors or mispricing of …

Practical Applications of Trade-Off in Multifactor Smart Beta Investing: Factor Premium and Implementation Cost

F Li, JY Shim - Practical Applications, 2020 - pm-research.com
… Li and Joseph (Yoseop) Shim (both of Research Affiliates) investigate the effects of
implementation costs on multifactor portfolio construction. They examine the performance impact of …

A Critical Review of the New Testament Scholarship of Korea in the Synoptic Area

TY Cho - 한국기독교신학논총, 2013 - dbpia.co.kr
… , by translating primary sources of Josephus from their orignal language… Kang Yo Seop, kept
the track of Minjung theology under the … Shim Sang Bub gave a comprehensive guideline for …

[BOOK][B] Computational Science and Its Applications-ICCSA 2004: International Conference, Assisi, Italy, May 14-17, 2004, Proceedings, Part III

A Laganā, ML Gavrilova, V Kumar, Y Mun, CJK Tan… - 2004 - books.google.com
The natural mission of Computational Science is to tackle all sorts of human problems and to
work out intelligent automata aimed at alleviating the b-den of working out suitable tools for …

[HTML][HTML] Two Nobel Laureates… Two Tales of Value

V Kalesnik - Research Affiliates, 2013 - advisorperspectives.com
Value investing is a strategy of buying stocks with low price-to-fundamentals ratios and selling
stocks with high ones. It has been shown that value investing is one of the few investment …

[BOOK][B] Future Information Technology: 6th International Conference on Future Information Technology, FutureTech 2011, Crete, Greece, June 28-30, 2011 …

JJ Park, LT Yang, C Lee - 2011 - books.google.com
This two-volume-set constitutes the refereed proceedings of the 6th International Conference
on Future Information Technology, FutureTech 2011, held in Crete, Greece, in June 2011. …

[HTML][HTML] Financial risk and better returns through smart beta exchange-traded funds?

J Bowes, M Ausloos - Journal of Risk and Financial Management, 2021 - mdpi.com
Smart beta exchange-traded funds (SB ETFs) have caught the attention of investors due to
their supposed ability to offer a better risk–return trade-off than traditionally structured passive …

Transgenerational adaptation to ocean acidification determines the susceptibility of filter-feeding rotifers to nanoplastics

MS Kim, YH Lee, Y Lee, E Byeon, DH Kim… - Journal of Hazardous …, 2024 - Elsevier
The adaptation of marine organisms to the impending challenges presented by ocean
acidification (OA) is essential for their future survival, and mechanisms underlying OA adaptation …

Timing and Sizing Skills of Systematic Strategies across Time and Economic Regimes

S Browne, A Farmakas, S Mesomeris… - The Journal of …, 2023 - pm-research.com
Joseph Cerniglia | Courant Institute of Mathematical Sciences, New York University …
Joseph Davis | Vanguard … Joseph Simonian | Autonomous Investment Technologies …