Amie Ko

Research Affiliates

620 Newport Center Dr

Suite 900

Newport Beach, CA 92660

United States

SCHOLARLY PAPERS

2

DOWNLOADS

108

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Time Diversification Redux

Number of pages: 11 Posted: 22 Sep 2017
Michael Aked and Amie Ko
Research Affiliates, LLC and Research Affiliates
Downloads 108 (349,799)

Abstract:

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volatility, time diversification

2.

Where’s the Beef?

The Journal of Investing 30th Anniversary Special Issue 2022, 31 (4) 27-39; DOI: https://doi.org/10.3905/joi.2022.31.4.027
Posted: 16 Feb 2022 Last Revised: 17 Sep 2022
Research Affiliates, LLC, Research Affiliates and Research Affiliates, LLC

Abstract:

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performance chasing, data mining, investor expectations gap, smart beta, valuation, noise trading, implementation shortfall