Fundamental indexation

RD Arnott, J Hsu, P Moore - Financial Analysts Journal, 2005 - Taylor & Francis
A trillion-dollar industry is based on investing in or benchmarking to capitalization-weighted
indexes, even though the finance literature rejects the mean–variance efficiency of such …

What risk premium is “normal”?

RD Arnott, PL Bernstein - Financial Analysts Journal, 2002 - Taylor & Francis
The goal of this article is an estimate of the objective forward-looking US equity risk premium
relative to bonds through history—specifically, since 1802. For correct evaluation, such a …

Surprise! Higher dividends= higher earnings growth

RD Arnott, CS Asness - Financial Analysts Journal, 2003 - Taylor & Francis
We investigate whether dividend policy, as observed in the payout ratio of the US equity
market portfolio, forecasts future aggregate earnings growth. The historical evidence strongly …

Reports of value's death may be greatly exaggerated

RD Arnott, CR Harvey, V Kalesnik… - Financial Analysts …, 2021 - Taylor & Francis
Value investing, as defined by the Fama–French high book-to-market minus low book-to-market
(HML) factor, has underperformed growth investing since 2007, producing a drawdown …

Genetic origins of the Minoans and Mycenaeans

…, M Richards, SA Roodenberg, Y Tzedakis, R Arnott… - Nature, 2017 - nature.com
The origins of the Bronze Age Minoan and Mycenaean cultures have puzzled archaeologists
for more than a century. We have assembled genome-wide data from 19 ancient individuals…

How Can'Smart Beta'Go Horribly Wrong?

RD Arnott, N Beck, V Kalesnik… - Available at SSRN …, 2016 - papers.ssrn.com
Factor returns, net of changes in valuation levels, are much lower than recent performance
suggests. Value-add can be structural, and thus reliably repeatable, or situational—a product …

[BOOK][B] Trepanation

R Arnott, S Finger, C Smith, R Arnott - 2003 - api.taylorfrancis.com
… The idea for this much-needed colloquium was conceived by Robert Arnott of the Department
of Ancient History and Archaeology (now of the Centre for the History of Medicine) of the …

Key future directions for research on turbidity currents and their deposits

…, J Allin, DA Armitage, RWC Arnott… - Journal of …, 2015 - pubs.geoscienceworld.org
Turbidity currents, and other types of submarine sediment density flow, redistribute more
sediment across the surface of the Earth than any other sediment flow process, yet their …

The measurement and control of trading costs

RD Arnott, WH Wagner - Financial Analysts Journal, 1990 - Taylor & Francis
Trading costs are probably not as inexpensive as some believe, nor as expensive as others
have suggested. Trading costs are large enough to merit the focused attention of any …

On mobility load balancing for LTE systems

R Kwan, R Arnott, R Paterson… - 2010 IEEE 72nd …, 2010 - ieeexplore.ieee.org
In this paper we present simulation results to demonstrate that a simple distributed intra
frequency load balancing algorithm based on automatic adjustment of handover thresholds can …