Are factor characteristics more informative when compared with the entire investment universe
or a relevant subset of peers? Motivated by a belief that the answer is dependent on the …

Asset pricing literature typically labels stocks with high price multiples as growth and stocks
with low price multiples as value. This definition is accompanied by the view that, over the …

The optimal method for determining the number of latent factors in a dataset is an unresolved
problem in explanatory factor analysis. This study uses several of the most commonly cited …

The authors seek to establish which factors are appropriate for defensive investors, where
defensiveness is defined along three dimensions: low risk of permanent capital loss, low …

In the spring of 1985 1 abruptly abandoned a traditional New Critical method of teaching my
short story class and focused instead on written responses to and activities based on stories …

Asset pricing literature typically labels stocks with high price multiples as growth and stocks
with low price multiples as value. This definition is accompanied by the view that, over the …

WHEN THE HUMBER BRIDGE WAS COMPLETED at Hull in the mid-seventies, Philip Larkin,
the city's famous resident poet, was asked to write lyrics for music composed in honor of …

Factor strategies differ significantly in terms of portfolio construction. There is much debate
regarding the pros and cons of alternative construction approaches. A vigorous debate has …

… Ross River virus (RRV) circulation has been sporadically reported in some Pacific Island …
in French Polynesia. To determine if RRV has circulated locally among the French Polynesian …

Many temperate reefs are experiencing a shift towards a greater abundance of tropical
species in response to marine heatwaves and long-term ocean warming worldwide. Baseline …