Investing with the Trend: A Rules-based Approach to Money Management

Bibliography

Academic Papers/Research Papers/Articles

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2. (A2) Ambrosio, Frank J., “An Evaluation of Risk Metrics,” Vanguard Investment Counseling and Research, retrieved from www.advisors.vanguard.com
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4. (A4) Arnott, Rob, Hsu, Jason, Kalesnik, Vitali, and Tindall, Phil, “The Surprising Alpha from Malkiel’s Monkey and Upside-down Strategies,” October 10, 2012, retrieved from http://ssrn.com/abstract=2165563
5. (A5) Asness, Clifford, “An Old Friend: The Stock Market’s Shiller P/E,” November 2012, AQR Capital Management.
6. (A6) Barber, Brad M., Odean, Terrance, and Zhu, Ning, “Systematic Noise,” April 2003.
7. (A7) Barber, Brad M., and Odean, Terrance, “All that Glitters: The Effect of Attention and News on Buying Behavior of Individuals and Institutional Investors,” November 2006, retrieved from http://ssrn.com/id460660
8. (A8) Barber, Brad M., and Odean, Terrance, “The Behavior of Individual Investors,” September 2011, retrieved from http://ssrn.com/abstract=1872211
9. (A9) Barberis, Nicholas, and Thaler, Richard, “A Survey of Behavioral Finance,” September 2002, forthcoming in the Handbook of the Economics of Finance.
10. (A10) Bernstein, Peter L., “How Far Away is the Past; How Near is the Future?” Peter L. Bernstein, Inc., New York City ...