<h1>Cornell, Bradford</h1>
<h2>Article from <a href="https://authors.library.caltech.edu">CaltechAUTHORS</a></h2>
<ul>
<li>Agnese, R. and Aralis, T., el al. (2019) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20190315-081353179">Search for low-mass dark matter with CDMSlite using a profile likelihood fit</a>; Physical Review D; Vol. 99; No. 6; Art. No. 062001; <a href="https://doi.org/10.1103/PhysRevD.99.062001">10.1103/PhysRevD.99.062001</a></li>
<li>Cornell, Bradford (2018) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20180816-072844278">What Is the Alternative Hypothesis to Market Efficiency?</a>; Journal of Portfolio Management; Vol. 44; No. 7; 3-6; <a href="https://doi.org/10.3905/jpm.2018.44.7.003">10.3905/jpm.2018.44.7.003</a></li>
<li>Cornell, Bradford (2018) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20180321-090012505">Taking Stationarity Seriously</a>; Journal of Portfolio Management; Vol. 44; No. 3; 1-4; <a href="https://doi.org/10.3905/jpm.2018.44.3.001">10.3905/jpm.2018.44.3.001</a></li>
<li>Cornell, Bradford (2017) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20171208-133929442">Information flow and expected inflation: An empirical analysis</a>; Journal of Investing; Vol. 26; No. 4; 8-15; <a href="https://doi.org/10.3905/joi.2017.26.4.008">10.3905/joi.2017.26.4.008</a></li>
<li>Cornell, Bradford and Hsu, Jason, el al. (2017) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20180321-095702727">Does Past Performance Matter in Investment Manager Selection?</a>; Journal of Portfolio Management; Vol. 43; No. 4; 33-43; <a href="https://doi.org/10.3905/jpm.2017.43.4.033">10.3905/jpm.2017.43.4.033</a></li>
<li>Cornell, Bradford (2016) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20170104-105725360">The Tesla Run-Up: A Follow-Up with Investment Implications</a>; Journal of Portfolio Management; Vol. 43; No. 1; 1-4; <a href="https://doi.org/10.3905/jpm.2016.43.1.001">10.3905/jpm.2016.43.1.001</a></li>
<li>Cornell, Bradford (2015) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20151130-083422203">Information Arrival and the Oil Price Collapse</a>; Journal of Portfolio Management; Vol. 42; No. 1; 1-4; <a href="https://doi.org/10.3905/jpm.2015.42.1.001">10.3905/jpm.2015.42.1.001</a></li>
<li>Asparouhova, Elena and Bossaerts, Peter, el al. (2015) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20150828-090251047">Competition in Portfolio Management: Theory and Experiment</a>; Management Science; Vol. 61; No. 8; 1868-1888; <a href="https://doi.org/10.1287/mnsc.2014.1935">10.1287/mnsc.2014.1935</a></li>
<li>Cornell, Bradford and Damodaran, Aswath (2014) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20141215-092641617">Tesla: Anatomy of a Run-Up</a>; Journal of Portfolio Management; Vol. 41; No. 1; 139-151; <a href="https://doi.org/10.3905/jpm.2014.41.1.139">10.3905/jpm.2014.41.1.139</a></li>
<li>Cornell, Bradford (2013) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20130618-131316680">What Moves Stock Prices: Another Look</a>; Journal of Portfolio Management; Vol. 39; No. 3; 32-38; <a href="https://doi.org/10.3905/jpm.2013.39.3.032">10.3905/jpm.2013.39.3.032</a></li>
<li>Moore, D. C. and Golwala, S., el al. (2012) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20200723-174404438">Phonon mediated microwave kinetic inductance detectors</a>; Journal of Low Temperature Physics; Vol. 167; No. 3-4; 329-334; <a href="https://doi.org/10.1007/s10909-011-0434-1">10.1007/s10909-011-0434-1</a></li>
<li>Cornell, Bradford (2012) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20120927-094537602">Demographics, GDP, and Future Stock Returns: The Implications of Some Basic Principles</a>; Journal of Portfolio Management; 96-99; <a href="https://doi.org/10.2139/ssrn.2080637">10.2139/ssrn.2080637</a></li>
<li>Cornell, Bradford and Cvitanić, Jakša, el al. (2010) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20190821-103126134">Beliefs regarding fundamental value and optimal investing</a>; Annals of Finance; Vol. 6; 83-105; <a href="https://doi.org/10.1007/s10436-009-0133-y">10.1007/s10436-009-0133-y</a></li>
<li>Cornell, Bradford and Roll, Richard (2005) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20190426-145910644">A Delegated-Agent Asset-Pricing Model</a>; Financial Analysts Journal; Vol. 61; No. 1; 57-69; <a href="https://doi.org/10.2469/faj.v61.n1.2684">10.2469/faj.v61.n1.2684</a></li>
</ul>