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Arnott, Robert D.
 SSRN Author Rank: 376 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
25,393		 Total
Citations
127
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
8,885
(181) 		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
5,329
(494) 		39
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
3,648
(973) 		42
4.  
Can Noise Create Size and Value Effects? | Show Abstract | Download |
AFA 2008 New Orleans Meetings Paper
Working Paper Series
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
1,227
(6,560) 		11
5.   Incl. Electronic Paper
Arnott, Robert D.
Research Affiliates, LLC
Chaves, Denis B.
Research Affiliates, LLC
Posted:
17 Apr 11
Last Revised:
24 Jan 12
1,140
(7,432) 		3
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
978
(9,588) 		12
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
875
(11,386) 		4
8.  
Beyond Cap-Weight: The Search for Efficient Beta | Show Abstract | Download |
Journal of Indexes, January-February 2010
Accepted Paper Series
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
742
(14,639) 		 
9.  
The Surprising 'Alpha' from Malkiel's Monkey and Upside-Down Strategies | Show Abstract | Download |
Journalof Portfolio Management, Forthcoming
Accepted Paper Series
Arnott, Robert D.
Research Affiliates, LLC
Hsu, Jason C.
Research Affiliates, LLC
Kalesnik, Vitali
Research Affiliates LLC
Tindall, Phil
Towers Watson Limited
Posted:
22 Oct 12
Last Revised:
04 Apr 13
699
(16,005) 		 
10.  
Valuation-Indifferent Weighting for Bonds | Show Abstract | Download |
Journal of Portfolio Management, Vol. 36, No. 3, pp. 117-130, Spring 2010
Working Paper Series
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
632
(18,509) 		2
11.  
Chaves, Denis B.
Research Affiliates, LLC
Arnott, Robert D.
Research Affiliates, LLC
Posted:
10 Jan 12
406
(33,383) 		4
12.  
The Equity Premium Revisited | Show Abstract | Download |
Journal of Portfolio Management, Forthcoming
Accepted Paper Series
Cornell, Bradford
California Institute of Technology
Moroz, Max
Research Affiliates, LLC
Arnott, Robert D.
Research Affiliates, LLC
Posted:
30 Jul 10
355
(39,375) 		2
13.  
Arnott, Robert D.
Research Affiliates, LLC
Wu, Lillian Jing
University of California, Los Angeles (UCLA) - Anderson School of Management
Posted:
20 Jun 12
316
(45,282) 		 
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
161
(91,710) 		4
15.  
Earnings Growth: The Two Percent Dilution | Show Abstract |
Financial Analysts Journal, Vol. 59, No. 5, pp. 47-55, September/October 2003
Accepted Paper Series
Bernstein, William J.
Frontier Advisors
Arnott, Robert D.
Research Affiliates, LLC
Posted:
26 Jan 04
 
16.  
Surprise! Higher Dividends = Higher Earnings Growth | Show Abstract |
Financial Analysts Journal, Vol. 59, No. 1, January/February 2003
Accepted Paper Series
Arnott, Robert D.
Research Affiliates, LLC
Asness, Clifford S.
AQR Capital Management, LLC
Posted:
27 May 03
 
17.  
Surprise! TAA Can Work in Quiet Markets | Show Abstract |
Journal of Investing, Fall 1997
Accepted Paper Series
Arnott, Robert D.
Research Affiliates, LLC
Miller, Todd
First Quadrant, L.P.
Posted:
27 Apr 98
 

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