Mark Clements

Research Affiliates, LLC

620 Newport Center Dr

Suite 900

Newport Beach, CA 92660

United States

SCHOLARLY PAPERS

4

DOWNLOADS
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Top 18,245

in Total Papers Downloads

2,611

SSRN CITATIONS
Rank 46,618

SSRN RANKINGS

Top 46,618

in Total Papers Citations

1

CROSSREF CITATIONS

9

Scholarly Papers (4)

1.

Factor Momentum

Number of pages: 66 Posted: 12 Feb 2018 Last Revised: 05 Feb 2019
Research Affiliates, LLC, Research Affiliates, LLC, Research Affiliates LLC and Dartmouth College - Tuck School of Business
Downloads 2,088 (6,678)
Citation 8

Abstract:

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factor momentum, factor returns, industry momentum

2.

Informed Traders, Long-Dated Options, and the Cross Section of Stock Returns

Number of pages: 55 Posted: 29 Sep 2017
Research Affiliates, LLC, Research Affiliates LLC and Dartmouth College - Tuck School of Business
Downloads 274 (111,094)

Abstract:

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Option Prices, Cross-Section, Equity Returns, Options

3.

Why Factor Tilts are Not Smart 'Smart Beta'

Number of pages: 18 Posted: 22 Sep 2017
Robert D. Arnott, Mark Clements and Vitali Kalesnik
Research Affiliates, LLC, Research Affiliates, LLC and Research Affiliates LLC
Downloads 200 (151,613)
Citation 2

Abstract:

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smart beta, factor tilts

4.

Revisiting Asset Pricing with Uncertainty in Future Preferences

Number of pages: 69 Posted: 12 Dec 2017 Last Revised: 21 Sep 2018
Mark Clements and Christian Goulding
Research Affiliates, LLC and Michigan State University - Department of Finance
Downloads 49 (391,483)

Abstract:

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Equity Premium Puzzle, Elasticity of Intertemporal Substitution, Epstein-Zin Preferences, Real Term Structure, Risk Aversion, Predictability, Time-Varying Preferences