Michele G. Mazzoleni

STRS Ohio

Director of Asset Allocation

OH

United States

SCHOLARLY PAPERS

4

DOWNLOADS

16,992

SSRN CITATIONS

1

CROSSREF CITATIONS

3

Scholarly Papers (4)

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1.

Momentum Turning Points

Number of pages: 98 Posted: 05 Dec 2019 Last Revised: 23 May 2023
Christian L. Goulding, Campbell R. Harvey and Michele G. Mazzoleni
Auburn University - Harbert College of Business, Duke University - Fuqua School of Business and STRS Ohio
Downloads 10,784 (816)
Citation 2

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time-series momentum, volatility timing, market timing, asset pricing, trend following, turning points, momentum speed, mean reversion, behavioral finance

2.

Breaking Bad Trends

Number of pages: 30 Posted: 03 Jun 2020 Last Revised: 17 Sep 2023
Christian L. Goulding, Campbell R. Harvey and Michele G. Mazzoleni
Auburn University - Harbert College of Business, Duke University - Fuqua School of Business and STRS Ohio
Downloads 5,447 (2,621)
Citation 1

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Time-Series Momentum, Volatility Timing, Market Timing, Asset Pricing, Trend Following, Turning Points, Momentum Speed, Mean Reversion, Behavioral Finance

3.

The Natural Rate of Interest and Bond Returns

Number of pages: 35 Posted: 09 Aug 2017
Ashish Garg and Michele G. Mazzoleni
Research Affiliates LLC and STRS Ohio
Downloads 384 (129,359)
Citation 2

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Natural Rate of Interest, Potential Output, Term Premia, Expectations Hypothesis, International Bond Returns

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 (132,094)

Abstract:

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Equity factors, global factors, diversification, market integration