Lillian J. Wu

Research Affiliates, LLC

Research Associate

620 Newport Center Dr

Suite 900

Newport Beach, CA 92660

United States

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 21,607

SSRN RANKINGS

Top 21,607

in Total Papers Downloads

2,161

CITATIONS

3

Scholarly Papers (7)

1.

The Winners Curse: Too Big to Succeed?

Journal of Indexes, October 29, 2012
Number of pages: 18 Posted: 20 Jun 2012 Last Revised: 29 Dec 2016
Robert D. Arnott and Lillian J. Wu
Research Affiliates, LLC and Research Affiliates, LLC
Downloads 1,151 (17,272)
Citation 1

Abstract:

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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 (33,829)

Abstract:

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momentum, asset allocation, mutual funds, momentum investing

3.

The Incredible Shrinking Factor Return

Number of pages: 30 Posted: 22 Sep 2017
Robert D. Arnott, Vitali Kalesnik and Lillian J. Wu
Research Affiliates, LLC, Research Affiliates LLC and Research Affiliates, LLC
Downloads 289 (103,647)
Citation 2

Abstract:

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factor return, factor tilts, smart beta

4.

The Folly of Hiring Winners and Firing Losers

Journalof Portfolio Management, Vol. 45, No. 1, 2018
Posted: 16 Jan 2018 Last Revised: 30 Nov 2018
Robert D. Arnott, Vitali Kalesnik and Lillian J. Wu
Research Affiliates, LLC, Research Affiliates LLC and Research Affiliates, LLC

Abstract:

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managers, performance chasing, asset allocation, smart beta

5.

Two Determinants of Lifecycle Investment Success

Journal of Retirement, vol. 2, no. 4, 2015 (Spring), pp. 14-21.
Posted: 01 Jun 2015 Last Revised: 07 Feb 2017
Rayliant Global Advisors, Research Affiliates, Rayliant Global Advisors and Research Affiliates, LLC

Abstract:

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Investment Management, Retirement, Target Date Funds

6.

The Myth of Dynastic Wealth: The Rich Get Poorer

Cato Journal, Vol. 35, No. 3, 2015
Posted: 01 May 2015 Last Revised: 29 Dec 2016
Research Affiliates, LLC, Frontier Advisors and Research Affiliates, LLC

Abstract:

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Thomas Piketty, wealth, dynastic wealth

7.

The Glidepath Illusion...And Potential Solutions

Journal of Retirement, vol. 1, no. 2, Fall 2013, pp. 13-28.
Posted: 18 Sep 2013 Last Revised: 30 Dec 2016
Research Affiliates, LLC, Research Affiliates LLC and Research Affiliates, LLC

Abstract:

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Target Date Fund, Glidepath, Retirement Investing, Asset Allocation, Alternative Assets