Robert Novy-Marx

The Intergenerational Transfer of Public Pension Promises

Year: 2008
Journal: No Journal Matched
Authors: Robert Novy-Marx; Joshua D. Rauh

The Other Side of Value: Good Growth and the Gross Profitability Premium

Year: 2010
Journal: Journal of Financial Economics
Authors: Robert Novy-Marx

Policy Options for State Pension Systems and Their Impact on Plan Liabilities

Year: 2010
Journal: Journal of Pension Economics and Finance
Authors: Joshua Rauh; Robert Novy-Marx

Logical Implications of GASB's Methodology for Valuing Pension Liabilities

Year: 2011
Journal: Financial Analysts Journal
Authors: Robert Novy-Marx

The Revenue Demands of Public Employee Pension Promises

Year: 2012
Journal: American Economic Journal: Economic Policy
Authors: Robert Novy-Marx; Joshua D. Rauh

Linking Benefits to Investment Performance in US Public Pension Systems

Year: 2012
Journal: Journal of Public Economics
Authors: Robert Novy-Marx; Joshua D. Rauh

Pseudopredictability in Conditional Asset Pricing Tests: Explaining Anomaly Performance with Politics, the Weather, Global Warming, Sunspots, and the Stars

Year: 2012
Journal: Journal of Financial Economics
Authors: Robert Novy-Marx

Understanding Defensive Equity

Year: 2014
Journal: No Journal Matched
Authors: Robert Novy-Marx

A Taxonomy of Anomalies and Their Trading Costs

Year: 2014
Journal: Review of Financial Studies
Authors: Robert Novy-Marx; Mihail Velikov

Backtesting Strategies Based on Multiple Signals

Year: 2015
Journal: No Journal Matched
Authors: Robert Novy-Marx

How Can a Q-Theoretic Model Price Momentum?

Year: 2015
Journal: No Journal Matched
Authors: Robert Novy-Marx

Fundamentally Momentum is Fundamental Momentum

Year: 2015
Journal: No Journal Matched
Authors: Robert Novy-Marx

Reversals and the Returns to Liquidity Provision

Year: 2023
Journal: Financial Analysts Journal
Authors: Wei Dai; Mamdouh Medhat; Robert Novy-Marx; Savina Rizova