Audrey Dong

Dimensional Fund Advisors

SCHOLARLY PAPERS

2

DOWNLOADS
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Top 48,702

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Scholarly Papers (2)

1.

Another Look at Timing the Equity Premiums

Number of pages: 18 Posted: 02 Nov 2023
Wei Dai and Audrey Dong
Dimensional Fund Advisors and Dimensional Fund Advisors
Downloads 1,650 (20,316)

Abstract:

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Factor timing, factor investing, valuation spread, mean reversion, momentum, asset allocation

2.

Few and Far Between: Why Pursuing Premiums at the Industry and Country Levels Does Not Add Value

Number of pages: 19 Posted: 24 Mar 2023 Last Revised: 28 Aug 2023
Audrey Dong, Mia Huang and Mamdouh Medhat
Dimensional Fund Advisors, Dimensional Fund Advisors and Dimensional Fund Advisors
Downloads 200 (276,475)

Abstract:

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asset pricing, international financial markets