Robert Novy‐Marx
University of Rochester(US)
Publications by Year
Research Areas
Financial Markets and Investment Strategies, Financial Literacy, Pension, Retirement Analysis, Housing Market and Economics, Insurance, Mortality, Demography, Risk Management, Financial Reporting and Valuation Research
Most-Cited Works
- → The other side of value: The gross profitability premium(2013)2,018 cited
- → A Taxonomy of Anomalies and Their Trading Costs(2015)650 cited
- → Is momentum really momentum?(2011)503 cited
- → The Liabilities and Risks of State-Sponsored Pension Plans(2009)353 cited
- → An Alternative Three-Factor Model(2011)349 cited
- → Operating Leverage(2010)304 cited
- → Hot and Cold Markets(2009)213 cited
- → Predicting anomaly performance with politics, the weather, global warming, sunspots, and the stars(2014)155 cited
- → An Equilibrium Model of Investment Under Uncertainty(2007)143 cited
- → Public Pension Promises: How Big are They and What are They Worth?(2010)126 cited