Mark Clements

Los Angeles Capital Management

Los Angeles, CA 90025

United States

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SCHOLARLY PAPERS

4

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7,888

SSRN CITATIONS

8

CROSSREF CITATIONS

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Scholarly Papers (4)

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1.

Factor Momentum

Number of pages: 48 Posted: 12 Nov 2020 Last Revised: 22 Mar 2021

Robert D. Arnott, Mark Clements, Vitali Kalesnik and Juhani T. Linnainmaa

Research Affiliates, LLC, Los Angeles Capital Management, Research Affiliates Global Advisors and Dartmouth College - Tuck School of Business

Downloads 6,862 (1,846)

Citation 26

Abstract:

2.

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

Number of pages: 55 Posted: 29 Sep 2017

Mark Clements, Vitali Kalesnik and Juhani T. Linnainmaa

Los Angeles Capital Management, Research Affiliates Global Advisors and Dartmouth College - Tuck School of Business

Downloads 627 (74,355)

Abstract:

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, Los Angeles Capital Management and Research Affiliates Global Advisors

Downloads 295 (178,129)

Citation 4

Abstract:

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 L. Goulding

Los Angeles Capital Management and Auburn University - Harbert College of Business

Downloads 104 (439,094)

Abstract:

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