Clifford asness dissertation abstracts - GFA AdvogadosGFA.
Fama on Momentum February 5, 2016-Cliff Asness. Topics. Professor Fama is exceptionally high, this is one of the few topics where he can indeed give me the jitters. I wrote my dissertation for him, way too long ago now, focusing in large part on the success of the momentum strategy back when it was still big news (it is still big, just not.
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Very much along the same lines as the value research, in the late 1980s researchers such as Narasimhan Jegadeesh, Sheridan Titman and Cliff Asness (yes, the dissertation of one of the authors.
Clifford S. Asness's 46 research works with 2,446 citations and 7,544 reads, including: Quality minus junk.
In 2001 Clifford Asness,. Given how it went against Prof Fama’s thesis it was “nerve-racking” telling him the dissertation, recalls Mr Asness. But Prof Fama says he was more upset that.
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