The Not-So-Well-Known Three-and-One-Half-Factor Model
Clarke, Roger, de Silva, Harindra, Thorley, Steven
Published in Financial analysts journal (01.09.2014)
Published in Financial analysts journal (01.09.2014)
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Journal Article
Portfolio Constraints and the Fundamental Law of Active Management
Clarke, Roger, Harindra de Silva, Thorley, Steven
Published in Financial analysts journal (01.09.2002)
Published in Financial analysts journal (01.09.2002)
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Journal Article
Minimum-Variance Portfolio Composition
Clarke, Roger, de Silva, Harindra, Thorley, Steven
Published in Journal of portfolio management (01.01.2011)
Published in Journal of portfolio management (01.01.2011)
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Journal Article
Risk Parity, Maximum Diversification,and Minimum Variance: An Analytic Perspective
Clarke, Roger, Silva, Harindra de, Thorley, Steven
Published in Journal of portfolio management (01.04.2013)
Published in Journal of portfolio management (01.04.2013)
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Journal Article
Performance Attribution and the Fundamental Law
Clarke, Roger, Harindra de Silva, Thorley, Steven
Published in Financial analysts journal (01.09.2005)
Published in Financial analysts journal (01.09.2005)
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Journal Article
Minimum-Variance Portfolios in the U.S. Equity Market
Clarke, Roger G, de Silva, Harindra, Thorley, Steven
Published in Journal of portfolio management (31.10.2006)
Published in Journal of portfolio management (31.10.2006)
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Journal Article
Return Dispersion and Active Management
Harindra de Silva, Steven Sapra, Thorley, Steven
Published in Financial analysts journal (01.09.2001)
Published in Financial analysts journal (01.09.2001)
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Journal Article
Long-Short Extensions: How Much Is Enough?
Clarke, Roger, de Silva, Harindra, Sapra, Steven, Thorley, Steven
Published in Financial analysts journal (01.01.2008)
Published in Financial analysts journal (01.01.2008)
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Journal Article
Nonlinear Factor Returns in the US Equity Market
Clarke, Roger, de Silva, Harindra, Thorley, Steven
Published in Financial analysts journal (02.07.2024)
Published in Financial analysts journal (02.07.2024)
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Journal Article
Risk Management and the Optimal Combination of Equity Market Factors
Clarke, Roger, de Silva, Harindra, Thorley, Steven
Published in Financial analysts journal (23.07.2020)
Published in Financial analysts journal (23.07.2020)
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Journal Article
A Factor Approach to Asset Allocation
Clarke, Roger G, de Silva, Harindra, Murdock, Robert
Published in Journal of portfolio management (31.10.2005)
Published in Journal of portfolio management (31.10.2005)
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Journal Article
Fundamentals of Efficient Factor Investing
Clarke, Roger, de Silva, Harindra, Thorley, Steven
Published in Financial analysts journal (01.11.2016)
Published in Financial analysts journal (01.11.2016)
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Journal Article
Pure Factor Portfolios and Multivariate Regression Analysis
Clarke, Roger, de Silva, Harindra, Thorley, Steven
Published in Journal of portfolio management (01.04.2017)
Published in Journal of portfolio management (01.04.2017)
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Journal Article
Risk Allocation versus Asset Allocation
Clarke, Roger G., Silva, Harindra de, Wander, Brett H
Published in Journal of portfolio management (01.11.2002)
Published in Journal of portfolio management (01.11.2002)
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Journal Article
Pure Factor Portfolios and MultivariateRegression Analysis
Clarke, Roger, de Silva, Harindra, Thorley, Steven
Published in Journal of portfolio management (30.04.2017)
Published in Journal of portfolio management (30.04.2017)
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Journal Article
Pure Factor Portfolios and MultivariateRegression Analysis
Clarke, Roger, de Silva, Harindra, Thorley, Steven
Published in Journal of portfolio management (04.04.2017)
Published in Journal of portfolio management (04.04.2017)
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Journal Article
Minimum-Variance Portfolio Composition
Clarke, Roger, de Silva, Harindra, Thorley, Steven
Published in Journal of portfolio management (16.11.2010)
Published in Journal of portfolio management (16.11.2010)
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Journal Article
Know Your VMS Exposure
Clarke, Roger G, De Silva, Harindra, Thorley, Steven
Published in Journal of portfolio management (01.01.2010)
Published in Journal of portfolio management (01.01.2010)
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Journal Article
When Does Capitalization Weighting Outperform? Factor-Based Explanations
Clarke, Roger, de Silva, Harindra, Thorley, Steven
Published in Journal of index investing (01.10.2018)
Published in Journal of index investing (01.10.2018)
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Journal Article
Toward More Information-Efficient Portfolios
Clarke, Roger G, de Silva, Harindra, Sapra, Steven
Published in Journal of portfolio management (31.10.2004)
Published in Journal of portfolio management (31.10.2004)
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Journal Article