Engin Kose

affiliation not provided to SSRN

SCHOLARLY PAPERS

4

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Top 16,422

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5,186

SSRN CITATIONS

4

CROSSREF CITATIONS

2

Scholarly Papers (4)

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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, Jason C. Hsu, Vitali Kalesnik and Engin Kose
Research AffiliatesRayliant Global Advisors, Research Affiliates Global Advisors and affiliation not provided to SSRN
Downloads 3,282 (6,216)
Citation 2

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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
Robert D. Arnott, Vitali Kalesnik, Engin Kose and Lillian J. Wu
Research Affiliates, LLC, Research Affiliates Global Advisors, affiliation not provided to SSRN and Research Affiliates, LLC
Downloads 1,063 (35,208)
Citation 3

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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 464 (104,272)
Citation 1

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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
Jay Binstock, Engin Kose and Michele G. Mazzoleni
Research Affiliates, LLC, affiliation not provided to SSRN and STRS Ohio
Downloads 377 (132,697)

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Equity factors, global factors, diversification, market integration