Publications

1. Falck, A., Rej, A., and Thesmar, D. (2022). When do systematic strategies decay? Quantitative Finance, 10.1080/14697688.2022.2098810, arXiv:2105.01380
2. Falck, A., Rej, A., and Thesmar, D. (2021). Is factor momentum greater than stock momentum? Journal of Investment Strategies, 10(4):43-68. 10.21314/JOIS.2021.16, arXiv:2009.04824
3. Besson, P., Lasnier, M., and Falck, A. (2019). The Benefits of European Periodic Auctions beyond MiFID Dark Trading Caps. The Journal of Investing, 28(6):91-108. 10.3905/joi.2019.1.096

Blog posts

• Can You Fend Off The Alien Armada?
  2023 01 10
• When Will The Fall Colors Peak?
  2022 12 15
• Can You Knock Down The Gates?
  2022 11 30
• Can You Crawl Around The Cone?
  2022 03 14