Michael Branch

Aperio Group

3 Harbor Drive

Suite 315

Sausalito, CA 94965

United States

SCHOLARLY PAPERS

2

DOWNLOADS

578

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (2)

Actions:
Email selected abstracts
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 377 (122,469)

Abstract:

Loading...

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
Patrick Geddes, Lisa R. Goldberg, Robert Tymoczko and Michael Branch
Aperio Group, University of California, Berkeley, Aperio Group and Aperio Group
Downloads 201 (231,881)
Citation 1

Abstract:

Loading...

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