How index trading increases market vulnerability RN Sullivan, JX Xiong Financial Analysts Journal 68 (2), 70-84, 2012 | 115 | 2012 |
The limits to arbitrage and the low-volatility anomaly X Li, RN Sullivan, L Garcia-Feijóo Financial Analysts Journal 70 (1), 52-63, 2014 | 102 | 2014 |
The low-volatility anomaly: Market evidence on systematic risk vs. mispricing X Li, RN Sullivan, L Garcia-Feijóo Financial Analysts Journal 72 (1), 36-47, 2016 | 70 | 2016 |
Low-volatility cycles: The influence of valuation and momentum on low-volatility portfolios L Garcia-Feijóo, L Kochard, RN Sullivan, P Wang Financial Analysts Journal 71 (3), 47-60, 2015 | 48 | 2015 |
Sell-side analysts and gender: A comparison of performance, behavior, and career outcomes X Li, RN Sullivan, D Xu, G Gao Financial Analysts Journal 69 (2), 83-94, 2013 | 45 | 2013 |
The limits to arbitrage revisited: The accrual and asset growth anomalies X Li, RN Sullivan Financial Analysts Journal 67 (4), 50-66, 2011 | 40 | 2011 |
Markets in crisis JC Bogle, RN Sullivan Financial Analysts Journal 65 (1), 17-24, 2009 | 39 | 2009 |
Hedge fund alpha: cycle or sunset? RN Sullivan The Journal of Alternative Investments 23 (3), 55-79, 2021 | 32 | 2021 |
Risk-based dynamic asset allocation with extreme tails and correlations P Wang, RN Sullivan, Y Ge SSRN, 2019 | 28 | 2019 |
A dynamic future for active quant investing X Li, RN Sullivan Journal of Portfolio Management 37 (3), 29-36, 2011 | 26 | 2011 |
Deploying financial emotional intelligence RN Sullivan Financial Analysts Journal 67 (6), 4-10, 2011 | 25 | 2011 |
Speculative leverage: a false cure for pension woes RN Sullivan Financial Analysts Journal 66 (3), 6-8, 2010 | 22 | 2010 |
Taming global village risk II: Understanding and mitigating bubbles RN Sullivan The Journal of Portfolio Management 35 (4), 131-141, 2009 | 20 | 2009 |
Insights into the global financial crisis LB Siegel, RN Sullivan Research Foundation of CFA Institute, 2009 | 20 | 2009 |
Liquidity-driven dynamic asset allocation JX Xiong, RN Sullivan, P Wang Journal of Portfolio Management 39 (3), 102, 2013 | 19 | 2013 |
The limits to arbitrage revisited: the low-risk anomaly X Li, R Sullivan, L García-Feijóo Financial Analysts Journal, 2012 | 19 | 2012 |
The pitfalls of leveraged and inverse ETFs R Sullivan CFA Magazine 20 (3), 12-12, 2009 | 16 | 2009 |
Measuring Global Systemic Risk: What Are Markets Saying about Risk? R Sullivan, S Peterson, D Waltenbaugh The Journal of Portfolio Management 37 (1), 67-77, 2010 | 15 | 2010 |
Defined contribution retirement plans should look and feel more like defined benefit plans A Ilmanen, DG Kabiller, LB Siegel, RN Sullivan The Journal of Portfolio Management 43 (2), 61-76, 2017 | 14 | 2017 |
Investing in the asset growth anomaly across the globe X Li, RN Sullivan Journal of Investment Management 13, 1-21, 2014 | 14 | 2014 |