20 for Twnety
Foreword XIII John C. Bogle Preface I XV Cliff Asness Preface II xxi David Kabiller Preface III xxv John Liew Overview: From Research to Implementation xxIX Antti Ilmanen, Ronen Israel, Toby Moskowitz, and Lasse Pedersen Part I Challenging Conventional Thinking Chapter 1: The Great Divide 3 Clifford Asness and John Liew Chapter 2: My Top 10 Peeves 17 Clifford Asness Chapter 3: Buffett’s Alpha 31 Andrea Frazzini, David Kabiller, and Lasse Pedersen Part II A sset Allocation: Diversify, Diversify, Diversify Chapter 4: Why Not 100% Equities 61 Clifford Asness Chapter 5: The 5 Percent Solution 71 Clifford Asness and Antti Ilmanen Part III To Time or Not to Time Chapter 6: Bubble Logic 85 Clifford Asness Chapter 7: Fight the Fed Model 131 Clifford Asness Chapter 8: Style Timing: Value versus Growth 149 Clifford Asness, Jacques Friedman, Robert Krail, and John Liew Part IV Demystifying Hedge Fund Strategies Chapter 9: Do Hedge Funds Hedge? 167 Clifford Asness, Robert Krail, and John Liew Chapter 10: Characteristics of Risk and Return in Risk Arbitrage 191 Mark Mitchell and Todd Pulvino Chapter 11: An Alternative Future: Part I 229 Clifford Asness Part V Pioneering Factor Investing Chapter 12: Time Series Momentum 245 Tobias Moskowitz, Yao Hua Ooi, and Lasse Pedersen Chapter 13: Value and Momentum Everywhere 285 Clifford Asness, Tobias Moskowitz, and Lasse Pedersen Chapter 14: Betting Against Beta 339 Andrea Frazzini and Lasse Pedersen Chapter 15: Common Factors in Corporate Bond Returns 383 Ronen Israel, Diogo Palhares, and Scott Richardson Chapter 16: Size Matters If You Control Your Junk 415 Clifford Asness, Andrea Frazzini, Ronen Israel, Tobias Moskowitz, and Lasse Pedersen Part VI Taking Research to the Real World Chapter 17: The Devil in HML’s Details 467 Clifford Asness and Andrea Frazzini Chapter 18: Fact, Fiction, and Momentum Investing 495 Clifford Asness, Andrea Frazzini, Ronen Israel,and Tobias Moskowitz
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