author:"Kalesnik, Vitali" | Pollux - Fachinformationsdienst Politikwissenschaft

Article(electronic)#12020

Do Corporate Carbon Emissions Data Enable Investors to Mitigate Climate Change?

In: The Journal of Portfolio Management Novel Risks 2022, jpm.2022.1.410&#x3b; DOI&#x3a; https&#x3a;&#x2f;&#x2f;doi.org&#x2f;10.3905&#x2f;jpm.2022.1.410

Kalesnik, Vitali; Wilkens, Marco; Zink, Jonas

Subito

Checking availability at your location

This article is also available at your library: |

electronic

print

SSRN

Working paper

Export

Article(electronic)#22020

Green Data or Greenwashing? Do Corporate Carbon Emissions Data Enable Investors to Mitigate Climate Change?

Kalesnik, Vitali; Wilkens, Marco; Zink, Jonas

Subito

Checking availability at your location

This article is also available at your library: |

electronic

print

SSRN

Export

Article(electronic)#32017

Informed Traders, Long-Dated Options, and the Cross Section of Stock Returns

Clements, Mark; Kalesnik, Vitali; Linnainmaa, Juhani T.

Access(Open Access)Access(Open Access)Subito

Checking availability at your location

This article is also available at your library: |

electronic

print

SSRN

Working paper

Export

Article(electronic)#42017

Presidential Politics and Stock Returns

Arnott, Robert D.; Cornell, Bradford; Kalesnik, Vitali

Access(Open Access)Access(Open Access)Subito

Checking availability at your location

This article is also available at your library: |

electronic

print

SSRN

Working paper

Export

Article(electronic)#52015

Rip Van Winkle Indexing

In: Journal of Portfolio Management, Volume 41, Issue 4

Arnott, Robert D.; Beck, Noah; Kalesnik, Vitali

Subito

Checking availability at your location

This article is also available at your library: |

electronic

print

SSRN

Export

Article(electronic)#62022

Mitigating the Hidden Risks of Factor Investing

In: The Journal of Portfolio Management Quantitative Special Issue 2023, jpm.2022.1.454; DOI: https://doi.org/10.3905/jpm.2022.1.454

Arnott, Robert D.; Kalesnik, Vitali; Wu, Lillian J.

Subito

Checking availability at your location

This article is also available at your library: |

electronic

print

SSRN

Export

Article(electronic)#72017

The Folly of Hiring Winners and Firing Losers

In: Journalof Portfolio Management, Volume 45, Issue 1

Arnott, Robert D.; Kalesnik, Vitali; Wu, Lillian J.

Subito

Checking availability at your location

This article is also available at your library: |

electronic

print

SSRN

Export

Article(electronic)#82010

Model Risk for Market Risk Modeling

In: In 'THE RISK MODELING RISK EVALUATION HANDBOOK: RETHINKING FINANCIAL RISK MANAGEMENT METHODOLOGIES IN THE GLOBAL CAPITAL MARKETS', G. Gregoriou, C. Hoppe, and C. Wehn, eds, McGraw-Hill, 2010

Hsu, Jason C.; Shepherd, Shane D.; Kalesnik, Vitali

Subito

Checking availability at your location

This article is also available at your library: |

electronic

print

SSRN

Export

Article(electronic)#92022

The Avoidable Costs of Index Rebalancing

Arnott, Robert D.; Brightman, Chris; Kalesnik, Vitali; Wu, Lillian J.

Access(Open Access)Subito

Checking availability at your location

This article is also available at your library: |

electronic

print

SSRN

Export

Article(electronic)#102021

Factor Momentum

Arnott, Robert D.; Clements, Mark; Kalesnik, Vitali; Linnainmaa, Juhani T.

Access(Open Access)Subito

Checking availability at your location

This article is also available at your library: |

electronic

print

SSRN

Working paper

Export

Article(electronic)#112011

A Survey of Alternative Equity Index Strategies

In: Financial Analysts Journal, Volume 67, Issue 5

Chow, Tzee-man; Hsu, Jason C.; Kalesnik, Vitali; Little, Bryce

Subito

Checking availability at your location

This article is also available at your library: |

electronic

print

SSRN

Export

Article(electronic)#122021

Why Are High Exposures to Factor Betas Unlikely to Deliver Anticipated Returns?

In: Chris Brightman, Forrest Henslee, Vitali Kalesnik, Feifei Li and Juhani Linnainmaa The Journal of Portfolio Management QES Special Issue 2022, jpm.2021.1.310; DOI: https://doi.org/10.3905/jpm.2021.1.310

Brightman, Chris; Henslee, Forrest; Kalesnik, Vitali; Li, Feifei; Linnainmaa, Juhani T.

Subito

Checking availability at your location

This article is also available at your library: |

electronic

print

SSRN

Export

Article(electronic)#132020