Robert Novy-Marx
Simon Graduate School of Business
University of Rochester
305 Schlegel Hall
Rochester, NY 14627
Tel: 773/834-7123
E-Mail: 
WWW: http://rnm.simon.rochester.edu/
NBER Program Affiliations:
AP
NBER Affiliation: Research Associate
Institutional Affiliation: University of Rochester
NBER Working Papers and Publications
| July 2015 | Backtesting Strategies Based on Multiple Signals
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| February 2015 | Fundamentally, Momentum is Fundamental Momentum
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| How Can a Q-Theoretic Model Price Momentum?
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| December 2014 | A Taxonomy of Anomalies and their Trading Costs
with Mihail Velikov: w20721
Published: Robert Novy-Marx & Mihail Velikov, 2016. "A Taxonomy of Anomalies and Their Trading Costs," Review of Financial Studies, vol 29(1), pages 104-147.
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| October 2014 | Understanding Defensive Equity
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| Financial Valuation of PBGC Insurance with Market-Implied Default Probabilities
with Jules H. van Binsbergen, Joshua Rauh
in Tax Policy and the Economy, Volume 28, Jeffrey R. Brown, editor
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| August 2013 | Funding Soft Liabilities
with Joshua D. Rauh
in State and Local Health Plans for Active and Retired Public Employees, Robert Clark and Joseph Newhouse, organizers
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| October 2012 | The Revenue Demands of Public Employee Pension Promises
with Joshua D. Rauh: w18489
Published: Novy-Marx, Robert, and Joshua Rauh. 2014. "The Revenue Demands of Public Employee Pension Promises." American Economic Journal: Economic Policy, 6(1): 193-229. DOI: 10.1257/pol.6.1.193
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| Linking Benefits to Investment Performance in US Public Pension Systems
with Joshua D. Rauh: w18491
Published: Robert Novy-Marx & Joshua D. Rauh, 2014. "Linking benefits to investment performance in US public pension systems," Journal of Public Economics, vol 116, pages 47-61.
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| August 2012 | Linking Benefits to Investment Performance in US Public Pension Systems
with Joshua D. Rauh
in Retirement Benefits for State and Local Employees: Designing Pension Plans for the Twenty-First Century, Robert Clark, Joshua Rauh, and Mark Duggan, editors
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| May 2012 | Pseudo-Predictability in Conditional Asset Pricing Tests: Explaining Anomaly Performance with Politics, the Weather, Global Warming, Sunspots, and the Stars
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Published: Novy-Marx, Robert, “Predicting anomaly performance with politics, the weather, global warming, sunspots, and the stars,” Journal of Financial Economics, Volume 112, Issue 2, May 2014, Pages 137–146
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| November 2011 | Logical Implications of GASB's Methodology for Valuing Pension Liabilities
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Published: Novy-Marx, Robert, “Logical Implications of GASB’s Methodology for Valuing Pension Liabilities,” Financial Analysts Journal, 69(1), 2013, 26-32.
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| October 2010 | Policy Options for State Pension Systems and Their Impact on Plan Liabilities
with Joshua Rauh: w16453
Published: Novy-Marx, Robert and Joshua D. Rauh. "Policy Options for State Pension Systems and Their Impact on Plan Liabilities." Journal of Pension Economics and Finance 10, 2 (2011): 173-194.
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| June 2010 | Fiscal Imbalances and Borrowing Costs: Evidence from State Investment Losses
with Joshua D. Rauh
in Trans-Atlantic Public Economics Seminar (TAPES), Fiscal Policy, Roger Gordon and Roberto Perotti, organizers
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| April 2010 | The Other Side of Value: Good Growth and the Gross Profitability Premium
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Published: Novy - Marx, Robert, “The Other Side of Value: The Gross Profitability Premium , ” Journal of Financial Economics, 108(1) , 1 - 28, 2013.
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| September 2008 | The Intergenerational Transfer of Public Pension Promises
with Joshua D. Rauh: w14343
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