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Arnott, Robert D.


 SSRN Author Rank: 432 by Downloads
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Research Affiliates, LLC


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. Arnott, Robert D.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
29,265
Total
Citations
134
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Arnott, Robert D.
Research Affiliates, LLC
Asness, Clifford S.
AQR Capital Management, LLC
Posted:
07 Jan 02
9,610
(237)
4

2.   Incl. Electronic Paper
Arnott, Robert D.
Research Affiliates, LLC
Bernstein, Peter L.
Peter L. Bernstein, Inc.
Posted:
15 Jan 02
Last Revised:
15 May 02
6,349
(540)
41

3.   Incl. Electronic Paper
Arnott, Robert D.
Research Affiliates, LLC
Hsu, Jason C.
Research Affiliates, LLC
Moore, Philip
Pacific Investment Consultants, LLC
Posted:
15 Oct 04
Last Revised:
11 Dec 05
4,074
(1,146)
49

4.   Incl. Electronic Paper
Arnott, Robert D.
Research Affiliates, LLC
Chaves, Denis B.
Research Affiliates, LLC
Posted:
17 Apr 11
Last Revised:
24 Jan 12
1,430
(7,185)
5

5.  
Can Noise Create Size and Value Effects? | Show Abstract | Download This Paper | Open PDF in Browser |
AFA 2008 New Orleans Meetings Paper
Number of Pages in PDF File: 32
Arnott, Robert D.
Research Affiliates, LLC
Hsu, Jason C.
Research Affiliates, LLC
Liu, Jun
University of California, San Diego (UCSD) - Rady School of Management
Markowitz, Harry
University of California at San Diego
Posted:
10 Oct 06
Last Revised:
26 Oct 11
1,371
(7,703)
10

6.   Incl. Electronic Paper
Arnott, Robert D.
Research Affiliates, LLC
Hsu, Jason C.
Research Affiliates, LLC
Posted:
05 Sep 06
Last Revised:
02 Nov 10
1,105
(10,967)
11

7.  
Arnott, Robert D.
Research Affiliates, LLC
Li, Feifei
Research Affiliates, LLC
Sherrerd, Katrina F.
Research Affiliates LLC
Posted:
04 Sep 08
Last Revised:
07 Aug 09
926
(14,425)
4

8.  
Beyond Cap-Weight: The Search for Efficient Beta | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Indexes, January-February 2010
Number of Pages in PDF File: 25
Arnott, Robert D.
Research Affiliates, LLC
Kalesnik, Vitali
Research Affiliates LLC
Moghtader, Paul
affiliation not provided to SSRN
Scholl, Craig
Lazard Asset Management
Posted:
04 Nov 09
Last Revised:
02 Nov 10
919
(14,577)
 

9.  
Arnott, Robert D.
Research Affiliates, LLC
Wu, Lillian J.
Research Affiliates, LLC
Posted:
20 Jun 12
864
(16,072)
 

10.  
Arnott, Robert D.
Research Affiliates, LLC
Bernstein, William J.
Frontier Advisors
Wu, Lillian J.
Research Affiliates, LLC
Posted:
01 May 15
734
(20,397)
 

11.  
Valuation-Indifferent Weighting for Bonds | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Portfolio Management, Vol. 36, No. 3, pp. 117-130, Spring 2010
Number of Pages in PDF File: 25
Arnott, Robert D.
Research Affiliates, LLC
Hsu, Jason C.
Research Affiliates, LLC
Li, Feifei
Research Affiliates, LLC
Shepherd, Shane D.
Research Affiliates, LLC
Posted:
04 Sep 08
Last Revised:
03 Nov 10
724
(20,743)
2

12.  
The Equity Premium Revisited | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Portfolio Management, Forthcoming
Number of Pages in PDF File: 11
Cornell, Bradford
California Institute of Technology
Moroz, Max
Research Affiliates, LLC
Arnott, Robert D.
Research Affiliates, LLC
Posted:
30 Jul 10
413
(43,980)
2

13.  
The Glidepath Illusion...And Potential Solutions | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Retirement, Forthcoming
Number of Pages in PDF File: 25
Arnott, Robert D.
Research Affiliates, LLC
Sherrerd, Katrina F.
Research Affiliates LLC
Wu, Lillian J.
Research Affiliates, LLC
Posted:
18 Sep 13
369
(50,480)
 

14.  
Arnott, Robert D.
Research Affiliates, LLC
Li, Feifei
Research Affiliates, LLC
Sherrerd, Katrina F.
Research Affiliates LLC
Posted:
06 Aug 09
Last Revised:
16 Nov 09
201
(98,199)
4

15.  
Rethinking the Equity Risk Premium | Show Abstract | Download This Paper | Open PDF in Browser |
CFA Institute Research Foundation M2011-1
Number of Pages in PDF File: 164
Hammond, Paul Brett
MSCI
Leibowitz, Martin L.
Teachers Insurance and Annuity Association College Retirement Equities Fund (TIAA-CREF)
Siegel, Laurence B.
CFA Institute Research Foundation
Ibbotson, Roger G.
Yale School of Management
Asness, Clifford S.
AQR Capital Management, LLC
Dimson, Elroy
London Business School
Marsh, Paul
London Business School - Institute of Finance and Accounting
Staunton, Mike
London Business School - Institute of Finance and Accounting
Grinold, Richard C.
Barclays
Kroner, Kenneth F.
Blackrock
Arnott, Robert D.
Research Affiliates, LLC
Ilmanen, Antti S.
AQR Capital Management (Europe) LLP
Cheng, Peng
Xi'an Jiaotong - Liverpool University - Department of Business, Economics and Management
Ang, Andrew
Columbia Business School - Finance and Economics
Xiaoyan, Zhang
Independent
Siegel, Jeremy J.
University of Pennsylvania - Finance Department
Mehra, Rajnish
Arizona State University (ASU) - W.P Carey School of Business, Department of Economics
Posted:
12 Jun 15
176
(111,848)
2

16.  
Rebalancing and the Value Effect | Show Abstract |
Journal of Portfolio Management, Vol. 38, No. 4, 2012
Chaves, Denis B.
Research Affiliates, LLC
Arnott, Robert D.
Research Affiliates, LLC
Posted:
10 Jan 12
Last Revised:
05 Sep 14
 

17.  
Earnings Growth: The Two Percent Dilution | Show Abstract |
Financial Analysts Journal, Vol. 59, No. 5, pp. 47-55, September/October 2003
Bernstein, William J.
Frontier Advisors
Arnott, Robert D.
Research Affiliates, LLC
Posted:
26 Jan 04
 

18.  
Surprise! Higher Dividends = Higher Earnings Growth | Show Abstract |
Financial Analysts Journal, Vol. 59, No. 1, January/February 2003
Arnott, Robert D.
Research Affiliates, LLC
Asness, Clifford S.
AQR Capital Management, LLC
Posted:
27 May 03
 

19.  
Arnott, Robert D.
Research Affiliates, LLC
Miller, Todd
First Quadrant, L.P.
Posted:
27 Apr 98
 


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