Concepedia

Rob Arnott

RA

Statistics

Publications

4

Citations

150

H-Index

4

Active since

2004

Affiliations

Duke University(Current)

Rob Arnott is an author at Duke University specializing in finance, economics, and business.

Top concepts

FinanceBusinessEconomicsManagementEngineeringEconomic AnalysisFinancial EconomicsQuantitative FinanceMarket RiskData Science

Publications per year

2004–2019

4

Publications

4

A Backtesting Protocol in the Era of Machine Learning

Rob Arnott, Campbell R. Harvey, Harry M. Markowitz · The Journal of Financial Data Science · 2019 · 64 citations

Statistical Learning, Engineering, Machine Learning +23

Alice’s Adventures in Factorland: <i>Three Blunders That Plague Factor Investing</i>

Rob Arnott, Campbell R. Harvey, Vitali Kalesnik et al. · The Journal of Portfolio Management · 2019 · 58 citations

Financial Risk Management, Asset Allocation, Portfolio Management +25

Is Your Alpha Big Enough to Cover Its Taxes? <i>A Quarter-Century Retrospective</i>

Rob Arnott, Vitali Kalesnik, Trevor Schuesler · The Journal of Portfolio Management · 2018 · 14 citations

Oil and gas reserves : communication with the financial sector

Rob Arnott · Oxford University Research Archive (ORA) (University of Oxford) · 2004 · 14 citations · Full text

Engineering, Gas Oil Reserves, Gas Reserves +18

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