Biblio

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Filters: Author is Frazzini, Andrea  [Clear All Filters]
2015
Asness CS, Frazzini A, Israel R, Moskowitz TJ, Pedersen LHeje. "Size Matters, if You Control Your Junk." Available at SSRN 2553889. 2015.
2014
Frazzini A, Pedersen LHeje. "Betting against beta." Journal of Financial Economics. 2014;111:1-25.
Israel R, Frazzini A, Moskowitz TJ, Asness CS. "Fact, Fiction and Momentum Investing." Working Paper. 2014.
2013
Frazzini A, Kabiller D, Pedersen LH. "Buffett’s Alpha." National Bureau of Economic Research. 2013.
Asness C, Frazzini A. "The devil in HML’s details." The Journal of Portfolio Management. 2013;39:49-68.
Asness C, Frazzini A, Pedersen LH. "Low-Risk Investing Without Industry Bets." Working Paper. 2013.