{"id":"https://openalex.org/W2335925347","doi":"https://doi.org/10.2139/ssrn.2763956","title":"The Siren Song of Factor Timing","display_name":"The Siren Song of Factor Timing","publication_year":2016,"publication_date":"2016-01-01","ids":{"openalex":"https://openalex.org/W2335925347","doi":"https://doi.org/10.2139/ssrn.2763956","mag":"2335925347"},"language":"en","primary_location":{"id":"doi:10.2139/ssrn.2763956","doi":"https://doi.org/10.2139/ssrn.2763956","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.2763956","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SSRN Electronic Journal","raw_type":"journal-article"},"volume":null,"type":"preprint","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://doi.org/10.2139/ssrn.2763956","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5038478408","display_name":"Clifford S. Asness","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Clifford S. Asness","raw_affiliation_strings":["AQR Capital Management, LLC"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"AQR Capital Management, LLC","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":["https://openalex.org/A5038478408"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":25,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9984999895095825,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9984999895095825,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12123","display_name":"Financial Analysis and Corporate Governance","score":0.00019999999494757503,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":9.999999747378752e-05,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/factor-timing","display_name":"factor timing","score":0.9869999885559082},{"id":"https://openalex.org/keywords/factor-investing","display_name":"factor investing","score":0.8569999933242798},{"id":"https://openalex.org/keywords/active-management","display_name":"active management","score":0.6859999895095825},{"id":"https://openalex.org/keywords/value-investing","display_name":"value investing","score":0.5649999976158142},{"id":"https://openalex.org/keywords/factor-returns","display_name":"factor returns","score":0.3619999885559082},{"id":"https://openalex.org/keywords/investment-fees","display_name":"investment fees","score":0.44999998807907104},{"id":"https://openalex.org/keywords/long-term-performance","display_name":"long-term performance","score":0.5490000247955322}],"concepts":[{"id":"https://openalex.org/C160844653","wikidata":"https://www.wikidata.org/wiki/Q150986","display_name":"Siren (mythology)","level":2,"score":0.6830097436904907},{"id":"https://openalex.org/C29122968","wikidata":"https://www.wikidata.org/wiki/Q1414816","display_name":"Incentive","level":2,"score":0.5864481329917908},{"id":"https://openalex.org/C2776291640","wikidata":"https://www.wikidata.org/wiki/Q2912517","display_name":"Value (mathematics)","level":2,"score":0.5420627593994141},{"id":"https://openalex.org/C2781039887","wikidata":"https://www.wikidata.org/wiki/Q1391724","display_name":"Factor (programming language)","level":2,"score":0.4149256944656372},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.3851117491722107},{"id":"https://openalex.org/C95457728","wikidata":"https://www.wikidata.org/wiki/Q309","display_name":"History","level":0,"score":0.2887202799320221},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.28105628490448},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.22468462586402893},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.13831168413162231},{"id":"https://openalex.org/C74916050","wikidata":"https://www.wikidata.org/wiki/Q841090","display_name":"Classics","level":1,"score":0.0},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.0},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.2139/ssrn.2763956","doi":"https://doi.org/10.2139/ssrn.2763956","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.2763956","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SSRN Electronic Journal","raw_type":"journal-article"}],"best_oa_location":{"id":"doi:10.2139/ssrn.2763956","doi":"https://doi.org/10.2139/ssrn.2763956","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.2763956","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SSRN Electronic Journal","raw_type":"journal-article"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":9,"referenced_works":["https://openalex.org/W1742241294","https://openalex.org/W1998677466","https://openalex.org/W2093877332","https://openalex.org/W2320868325","https://openalex.org/W2735755337","https://openalex.org/W2762898837","https://openalex.org/W3124476761","https://openalex.org/W3125275455","https://openalex.org/W3125814302"],"related_works":["https://openalex.org/W2762195644","https://openalex.org/W2775479463","https://openalex.org/W4415256431","https://openalex.org/W3006762256","https://openalex.org/W2792519274","https://openalex.org/W3042503615","https://openalex.org/W2460681870","https://openalex.org/W2773940440","https://openalex.org/W3207301583","https://openalex.org/W4410491447"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":3},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":3},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":3},{"year":2019,"cited_by_count":4},{"year":2018,"cited_by_count":2},{"year":2017,"cited_by_count":3},{"year":2016,"cited_by_count":2}],"updated_date":"2026-11-03T10:50:19.383937","created_date":"2016-06-24T00:00:00"}