Robert D. Arnott

Economics, Econometrics and Finance · Social Sciences

29h-index4.5kcitations213works0.02yr avg
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Research Topics

Financial Markets and Investment Strategies(74), Financial Reporting and Valuation Research(35), Corporate Finance and Governance(18), Financial Literacy, Pension, Retirement Analysis(18), Housing Market and Economics(16)

Publications213 total

Revaluation Alpha
SSRN Electronic Journal·2025Open Access
Does Fiscal Stimulus Stimulate?
SSRN Electronic Journal·2025Open Access
The EV Shakeout
SSRN Electronic Journal·2025Open Access
Fundamental Growth
SSRN Electronic Journal·2025Open Access
Fear, Not Risk, Explains Asset Pricing
SSRN Electronic Journal·2025Open Access
Earning Alpha by Avoiding the Index Rebalancing Crowd
Financial Analysts Journal·2023· 8 citedOpen Access
Factor Momentum
Review of Financial Studies·2023· 71 cited
Reimagining Index Funds
SSRN Electronic Journal·2023Open Access
Smart Rebalancing
SSRN Electronic Journal·2023Open Access
Non-Covid Excess Deaths, 2020-21: Collateral Damage of Policy Choices?
2022· 6 citedOpen Access
The Young were not Spared: What Death Certificates Reveal about Non-Covid Excess Deaths
INQUIRY The Journal of Health Care Organization Provision and Financing·2022· 12 citedOpen Access
History Lessons: How 'Transitory' Is Inflation?
SSRN Electronic Journal·2022Open Access
The Avoidable Costs of Index Rebalancing
SSRN Electronic Journal·2022· 1 citedOpen Access
Non-Covid Excess Deaths, 2020-21: Collateral Damage of Policy Choices?
SSRN Electronic Journal·2022· 3 citedOpen Access
Reports of Value’s Death May Be Greatly Exaggerated
Financial Analysts Journal·2021· 97 citedOpen Access
Big Market Delusion: Electric Vehicles
SSRN Electronic Journal·2021· 4 citedOpen Access
Reports of Value’s Death May Be Greatly Exaggerated
SSRN Electronic Journal·2019· 9 citedOpen Access
Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing
SSRN Electronic Journal·2019· 16 citedOpen Access
Tactical and Tax Aware GTAA
The Journal of Portfolio Management·2018· 4 cited
Practical Applications of King of the Mountain: <i>The Schiller P/E and Macroeconomic Conditions</i>
Practical Applications·2018
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Frequent Co-authors

Vitali Kalesnik(7), Jason Hsu(5), Juhani T. Linnainmaa(3), Andrew L. Berkin(3), Noah Beck(3), Harry M. Markowitz(3), André de Palma(2), Robin Lindsey(2), Peter L. Bernstein(2), Clifford S. Asness(2), Campbell R. Harvey(2), Eric H. Sorensen(2), Theodore Aronson(2), L Gary(2), P Brinson(2), John Gunn(2), Jon Hagler(2), Ye Jia(2), Jason C. Hsu(2), P. Moore(1)