Alex J. Pickard

Research Affiliates, LLC

620 Newport Center Dr

Suite 900

Newport Beach, CA 92660

United States

SCHOLARLY PAPERS

2

DOWNLOADS
Rank 34,119

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Top 34,119

in Total Papers Downloads

2,034

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Decoding Systematic Relative Investing: A Pairs Approach

Number of pages: 32 Posted: 02 Oct 2020 Last Revised: 11 Dec 2020
Research Affiliates, LLC, Duke University - Fuqua School of Business and Research Affiliates, LLC
Downloads 1,642 (15,272)

Abstract:

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cross-sectional strategies, trading strategies, long-short strategies, relative value, momentum, portfolio construction, alpha, outperformance, anomalies, market timing, asset pricing, zero-cost portfolios, pair trades

2.

Transaction Costs of Factor Investing Strategies

Financial Analysts Journal, Spring 2019, Forthcoming
Number of pages: 40 Posted: 22 Apr 2019
Feifei Li, Tzee-man Chow, Alex J. Pickard and Yadwinder Garg
Research Affiliates, LLC, Research Affiliates, LLC, Research Affiliates, LLC and Bank of Montreal - BMO Global Asset Management
Downloads 392 (105,430)
Citation 2

Abstract:

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factor investing, smart beta, transactions costs, implementation costs, implicit market impact cost, market impact cost model, capacity