עקוב אחר
Ronen Israel
Ronen Israel
AQR
כתובת אימייל מאומתת בדומיין israelfamily.com
כותרת
צוטט על ידי
צוטט על ידי
שנה
The role of shorting, firm size, and time on market anomalies
R Israel, TJ Moskowitz
Journal of Financial Economics 108 (2), 275-301, 2013
2982013
Size matters, if you control your junk
C Asness, A Frazzini, R Israel, TJ Moskowitz, LH Pedersen
Journal of Financial Economics 129 (3), 479-509, 2018
2922018
Fact, fiction and momentum investing
CS Asness, A Frazzini, R Israel, TJ Moskowitz
Journal of Portfolio Management, Fall, 2014
2272014
Fact, fiction, and value investing
CS Asness, A Frazzini, R Israel, TJ Moskowitz
Published in Journal of Portfolio Management 42 (1), 2015
1862015
Trading costs
A Frazzini, R Israel, TJ Moskowitz
Available at SSRN 3229719, 2018
1822018
Investing with style
C Asness, A Ilmanen, R Israel, T Moskowitz
Journal of Investment Management 13 (1), 27-63, 2015
1712015
Common factors in corporate bond returns
R Israel, D Palhares, SA Richardson
Forthcoming in the Journal of Investment Management, 2017
1332017
Fact, fiction, and the size effect
R Alquist, R Israel, TJ Moskowitz
Available at SSRN 3177539, 2018
1012018
How do factor premia vary over time? A century of evidence
A Ilmanen, R Israel, TJ Moskowitz, AK Thapar, R Lee
A Century of Evidence (February 18, 2021), 2021
692021
Contrarian factor timing is deceptively difficult
CS Asness, S Chandra, A Ilmanen, R Israel
Journal of Portfolio Management, Forthcoming, 2017
642017
How Tax Efficient Are Equity Styles?
R Israel, TJ Moskowitz
Chicago Booth Research Paper, 2012
412012
Long-horizon predictability: A cautionary tale
J Boudoukh, R Israel, M Richardson
Financial Analysts Journal 75 (1), 17-30, 2019
352019
Craftsmanship alpha: An application to style investing
R Israel, S Jiang, A Ross
The Journal of Portfolio Management 44 (2), 23-39, 2017
312017
Measuring factor exposures: Uses and abuses
R Israel, A Ross
Journal of Alternative Investments, Forthcoming, 2016
222016
Understanding style premia
R Israel, T Maloney
The Journal of Investing 23 (4), 15-22, 2014
192014
Implementing momentum: What have we learned?
A Ross, TJ Moskowitz, R Israel, L Serban
Available at SSRN 3081165, 2017
182017
Mangerial Compensation and Capital Structure
E Berkovitch, R Israel, Y Spriegel
Tel Aviv Papers, 1996
171996
Why the NPV criterion does not maximize NPV
E Berkovitch, R Israel
Available at SSRN 138643, 1998
151998
Should taxable investors Shun dividends?
R Israel, J Liberman, N Sosner, L Wang
The Journal of Wealth Management 22 (3), 49-69, 2019
102019
Is alpha just beta waiting to be discovered?
A Berger, B Crowell, R Israel, D Kabiller
82008
המערכת אינה יכולה לבצע את הפעולה כעת. נסה שוב מאוחר יותר.
מאמרים 1–20