Lillian J. Wu

Research Affiliates, LLC

Research Associate

620 Newport Center Dr

Suite 900

Newport Beach, CA 92660

United States

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 17,547

SSRN RANKINGS

Top 17,547

in Total Papers Downloads

4,123

SSRN CITATIONS

2

CROSSREF CITATIONS

6

Scholarly Papers (10)

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 1,480 (18,090)
Citation 3

Abstract:

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2.

Can Momentum Investing Be Saved?

Number of pages: 27 Posted: 16 Jan 2018
Research Affiliates, LLC, Research Affiliates Global Advisors, affiliation not provided to SSRN and Research Affiliates, LLC
Downloads 990 (32,635)
Citation 2

Abstract:

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momentum, asset allocation, mutual funds, momentum investing

3.

Big Market Delusion: Electric Vehicles

Number of pages: 10 Posted: 22 Mar 2021
Robert D. Arnott, Bradford Cornell and Lillian J. Wu
Research Affiliates, LLC, Anderson Graduate School of Management, UCLA and Research Affiliates, LLC
Downloads 470 (86,414)

Abstract:

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Market Efficiency, Big Market Delusion, Asset Pricing

4.

The Avoidable Costs of Index Rebalancing

Number of pages: 43 Posted: 06 May 2022
Research Affiliates, LLC, Research Affiliates, LLC, Research Affiliates Global Advisors and Research Affiliates, LLC
Downloads 436 (94,325)

Abstract:

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Indexation, Portfolio Construction, Passive Investing, Transaction Costs, Optimal Trading.

5.

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 Global Advisors and Research Affiliates, LLC
Downloads 421 (98,250)
Citation 6

Abstract:

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factor return, factor tilts, smart beta

6.

Where’s the Beef?

Forthcoming, The Journal of Investing.
Number of pages: 15 Posted: 16 Feb 2022 Last Revised: 09 Mar 2022
Robert D. Arnott, Amie Ko and Lillian J. Wu
Research Affiliates, LLC, Research Affiliates and Research Affiliates, LLC
Downloads 326 (130,807)

Abstract:

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performance chasing, data mining, investor expectations gap, smart beta, valuation, noise trading, implementation shortfall

7.

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 Global Advisors and Research Affiliates, LLC

Abstract:

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managers, performance chasing, asset allocation, smart beta

8.

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
Research AffiliatesRayliant Global Advisors, Research Affiliates, Rayliant Global Advisors and Research Affiliates, LLC

Abstract:

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Investment Management, Retirement, Target Date Funds

9.

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

10.

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