Engin Kose

affiliation not provided to SSRN

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 19,423

SSRN RANKINGS

Top 19,423

in Total Papers Downloads

2,417

CITATIONS

2

Scholarly Papers (4)

1.

What Is Quality?

Financial Analysts Journal, vol. 75, no. 2 (Second Quarter 2019): 44–61
Number of pages: 46 Posted: 19 May 2017 Last Revised: 10 May 2019
Jason C. Hsu, Vitali Kalesnik and Engin Kose
Rayliant Global Advisors, Research Affiliates LLC and affiliation not provided to SSRN
Downloads 1,019 (20,725)
Citation 1

Abstract:

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factor investing, multifactor, smart beta, quality factor, quality investing

2.

Can Momentum Investing Be Saved?

Number of pages: 27 Posted: 16 Jan 2018
Research Affiliates, LLC, Research Affiliates LLC, affiliation not provided to SSRN and Research Affiliates, LLC
Downloads 721 (33,849)

Abstract:

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momentum, asset allocation, mutual funds, momentum investing

3.

The Impact of Constraints on Minimum Variance Portfolios

Financial Analysts Journal, vol. 72, no. 2 (March/April 2016)
Number of pages: 20 Posted: 20 Nov 2015 Last Revised: 28 Dec 2016
Tzee-man Chow, Engin Kose and Feifei Li
Research Affiliates, LLC, affiliation not provided to SSRN and Research Affiliates, LLC
Downloads 347 (84,764)
Citation 1

Abstract:

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low volatility, minimum variance, smart beta, constrained optimization

4.

Diversification Strikes Again: Evidence from Global Equity Factors

Number of pages: 33 Posted: 15 Sep 2017 Last Revised: 07 Nov 2017
Research Affiliates, LLC, affiliation not provided to SSRN and Research Affiliates, LLC
Downloads 330 (89,729)

Abstract:

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Equity factors, global factors, diversification, market integration