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Robert Novy-Marx
Robert Novy-Marx
Lori and Alan S. Zekelman Distinguished Professor of Business Administration, Simon Graduate School
Verified email at simon.rochester.edu - Homepage
Title
Cited by
Cited by
Year
The other side of value: The gross profitability premium
R Novy-Marx
Journal of financial economics 108 (1), 1-28, 2013
27112013
A taxonomy of anomalies and their trading costs
R Novy-Marx, M Velikov
The Review of Financial Studies 29 (1), 104-147, 2016
6902016
Is momentum really momentum?
R Novy-Marx
Journal of Financial Economics 103 (3), 429-453, 2012
6402012
An alternative three-factor model
L Chen, R Novy-Marx, L Zhang
Available at SSRN 1418117, 2011
6072011
Public Pension Promises: How Big Are They and What Are They Worth?
R Novy‐Marx, J Rauh
The Journal of Finance 66 (4), 1211-1249, 2011
5192011
Operating leverage
R Novy-Marx
Review of Finance 15 (1), 103-134, 2011
4672011
The liabilities and risks of state-sponsored pension plans
R Novy-Marx, JD Rauh
Journal of Economic Perspectives 23 (4), 191-210, 2009
4322009
Hot and cold markets
R Novy‐Marx
Real Estate Economics 37 (1), 1-22, 2009
2442009
An equilibrium model of investment under uncertainty
R Novy-Marx
The review of financial studies 20 (5), 1461-1502, 2007
2122007
Predicting anomaly performance with politics, the weather, global warming, sunspots, and the stars
R Novy-Marx
Journal of Financial Economics 112 (2), 137-146, 2014
1812014
Fundamentally, momentum is fundamental momentum
R Novy-Marx
National Bureau of Economic Research, 2015
1202015
The revenue demands of public employee pension promises
R Novy-Marx, J Rauh
American Economic Journal: Economic Policy 6 (1), 193-229, 2014
1162014
Betting against betting against beta
R Novy-Marx, M Velikov
Journal of Financial Economics 143 (1), 80-106, 2022
1122022
Fiscal imbalances and borrowing costs: Evidence from state investment losses
R Novy-Marx, JD Rauh
American Economic Journal: Economic Policy 4 (2), 182-213, 2012
842012
Policy options for state pension systems and their impact on plan liabilities
R Novy-Marx, JD Rauh
Journal of Pension Economics & Finance 10 (2), 173-194, 2011
822011
Understanding defensive equity
R Novy-Marx
National Bureau of Economic Research, 2014
812014
Quality investing
R Novy-Marx
Unpublished Results, 2014
752014
Linking benefits to investment performance in US public pension systems
R Novy-Marx, JD Rauh
Journal of Public Economics 116, 47-61, 2014
542014
The quality dimension of value investing
R Novy-Marx
Rnm. simon. rochester. edu, 1-54, 2013
532013
The crisis in local government pensions in the United States
R Novy-Marx, J Rauh
Growing old: Paying for retirement and institutional money management after …, 2011
532011
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