Research Affiliates encourages a culture
of research and publication.
Members of our firm have published articles on a wide range of
issues relevant to institutional portfolios and have generated a welcome
dialogue in the public arena. Topics range from our newest research
and investment strategies to our unique perspective on market analysis
and the economy.
The following is a sampling of publications pertaining to our work
written by both our members and others outside the firm.
Topics:
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Fundamental Index®
- Fundamental
Indexation
Robert D. Arnott, Jason Hsu, and Philip Moore. (Mar/Apr 2005). Financial Analysts Journal.
- Disentangling
Size and Value
Robert D. Arnott. (Sep/Oct 2005). Financial Analysts Journal.
- New
Frontiers In Index Investing: An Examination of Fundamental Indexation
Jason C. Hsu and Carmen Campollo. (Jan/Feb 2006). Journal of Indexes.
- Fundamental
Indexes: Current and Future Applications
Robert D. Arnott and John M. West. (Fall 2006). A Guide to Exchange Traded Funds and Indexing Innovations—Fifth Anniversary Issue.
- Cap-Weighted
Portfolios are Sub-Optimal Portfolios
Jason C. Hsu. (Third Quarter 2006). Journal of Investment Management.
- An Overwrought Orthodoxy
Robert D. Arnott. (Dec 2006). Institutional Investor.
- Accounting-Based Index ETFs and Inefficient Markets
Jason C. Hsu, Feifei Li, Brett W. Myers, and Julia Zhu. (Fall 2007). Exchange-Traded Funds.
- Noise, CAPM and the Size and Value Effects
Robert D. Arnott and Jason C. Hsu. (First Quarter 2008). Journal of Investment Management.
- Using Fundamental Index® Strategies to Increase Return, Reduce Risk, and Improve Portfolio Efficiency
Robert D. Arnott,
Bryce Little, and
Shane D. Shepherd. (September 2008). Research Affiliates Working Paper.
- The Fundamental Debate
Paul Kaplan vs. Robert Arnott with Larry Siegel moderating. (January/February 2009). Journal of Indexes.
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Tactical Asset Allocation
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Asset Class Studies
CDOs
Currency
Equity
Fixed-Income
TIPS
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Risk Management, Evaluation, & Attribution
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Market Inefficiencies & Behavorial Finance
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Other
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Research Affiliates Advisors & Affiliates
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