The Surprising Alpha From Malkiel’sMonkey and Upside-Down Strategies

Robert D. Arnott; Jason Hsu; Vitali Kalesnik; Phil Tindall

doi:10.3905/jpm.2013.39.4.091

The Surprising Alpha From Malkiel’s
Monkey and Upside-Down Strategies

Robert D. Arnott, Jason Hsu, Vitali Kalesnik and Phil Tindall

The Journal of Portfolio Management Summer 2013, 39 (4) 91-105; DOI: https://doi.org/10.3905/jpm.2013.39.4.091

Robert D. Arnott

is the chairman and CEO of Research Affiliates, LLC in Newport Beach, CA.

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For correspondence: arnott@rallc.com

Jason Hsu

is the CIO at Research Affiliates, LLC in Newport Beach, CA, and adjunct professor of finance at Anderson School of Management at UCLA.

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For correspondence: hsu@rallc.com

Vitali Kalesnik

is a senior vice president and head of equity research at Research Affiliates, LLC in Newport Beach, CA.

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For correspondence: kalesnik@rallc.com

Phil Tindall

is a senior investment consultant at Towers Watson Limited in Westminster, London, UK.

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For correspondence: philip.tindall@towerswatson.com

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The Surprising Alpha From Malkiel’s
Monkey and Upside-Down Strategies

Robert D. Arnott, Jason Hsu, Vitali Kalesnik, Phil Tindall

The Journal of Portfolio Management Jul 2013, 39 (4) 91-105; DOI: 10.3905/jpm.2013.39.4.091

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The Surprising Alpha From Malkiel’s
Monkey and Upside-Down Strategies

Robert D. Arnott, Jason Hsu, Vitali Kalesnik, Phil Tindall

The Journal of Portfolio Management Jul 2013, 39 (4) 91-105; DOI: 10.3905/jpm.2013.39.4.091

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