2018, Long-Term Asset Management, Lu Zhang, "Replicating Anomalies"

https://www.nber.org/conferences/new-developments-long-term-asset-management-conference-spring-2018 Presented by Lu Zhang, The Ohio State University Other Authors: Kewei Hou, The Ohio State University Chen Xue, University of Cincinnati Replicating Anomalies New Developments in Long-Term Asset Management Monika Piazzesi and Luis M. Viceira, Organizers May 3, 2018 Supported by Norges Bank Investment Management grant #NFI 2969-39117