Michael Branch

Aperio Group

3 Harbor Drive

Suite 315

Sausalito, CA 94965

United States

SCHOLARLY PAPERS

2

DOWNLOADS

508

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

Factoring Profitability

Number of pages: 9 Posted: 21 Dec 2013
Michael Branch, Lisa R. Goldberg and Ran Leshem
Aperio Group, University of California, Berkeley and Aperio Group
Downloads 346 (105,983)

Abstract:

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gross profitability, quality, factor model, value, earnings yield, book to market, momentum, factor replication

2.

Building a Carbon-Free Equity Portfolio

Number of pages: 13 Posted: 16 Feb 2015
Aperio Group, University of California, Berkeley, Aperio Group and Aperio Group
Downloads 162 (222,019)
Citation 1

Abstract:

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Divestment, Endowment, Foundation, Individual Investor, New Institutional, Oil, Carbon-free, Energy, Utilities, Materials, Tracking Error