Michele Mazzoleni

Research Affiliates, LLC

Vice President

620 Newport Center Dr

Suite 900

Newport Beach, CA 92660

United States

http://https://www.researchaffiliates.com/en_us/about-us/our-team/michele-mazzoleni.html

SCHOLARLY PAPERS

4

DOWNLOADS

1,642

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

Momentum Turning Points

Number of pages: 68 Posted: 05 Dec 2019 Last Revised: 10 Dec 2019
Research Affiliates LLC, Research Affiliates, LLC, Duke University - Fuqua School of Business and Research Affiliates, LLC
Downloads 975 (24,424)

Abstract:

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

2.

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 Mazzoleni
Research Affiliates, LLC, affiliation not provided to SSRN and Research Affiliates, LLC
Downloads 339 (94,856)

Abstract:

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Equity factors, global factors, diversification, market integration

3.

The Natural Rate of Interest and Bond Returns

Number of pages: 35 Posted: 09 Aug 2017
Ashish Garg and Michele Mazzoleni
Research Affiliates LLC and Research Affiliates, LLC
Downloads 310 (104,667)
Citation 2

Abstract:

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

4.

Breaking Bad Trends

Number of pages: 22
Research Affiliates LLC, Research Affiliates, LLC, Duke University - Fuqua School of Business and Research Affiliates, LLC
Downloads 18

Abstract:

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