Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing
Rob Arnott, Campbell R. Harvey, Vitali Kalesnik and Juhani Linnainmaa
The Journal of Portfolio Management April 2019, 45 (4) 18-36; DOI: https://doi.org/10.3905/jpm.2019.45.4.018
Rob Arnott
is a partner and chairman of the board at Research Affiliates, LLC, in Newport Beach, CA
Campbell R. Harvey
is a professor of finance at the Fuqua School of Business at Duke University in Durham, NC, and a partner and senior advisor at Research Affiliates, LLC
Vitali Kalesnik
is a partner and director of research for Europe at Research Affiliates Global Advisors (Europe), Limited, in London, UK
Juhani Linnainmaa
is a professor of finance and business economics at the USC Marshall School of Business in Los Angeles, CA, and a partner and advisor at Research Affiliates, LLC
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In this issue
The Journal of Portfolio Management
Vol. 45, Issue 4
April 2019
Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing
Rob Arnott, Campbell R. Harvey, Vitali Kalesnik, Juhani Linnainmaa
The Journal of Portfolio Management Mar 2019, 45 (4) 18-36; DOI: 10.3905/jpm.2019.45.4.018
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