Quant Geek Weekend Homework: Academic Finance Research

/Quant Geek Weekend Homework: Academic Finance Research

Quant Geek Weekend Homework: Academic Finance Research

By | 2017-08-18T16:58:31+00:00 April 26th, 2015|Uncategorized|Comments Off on Quant Geek Weekend Homework: Academic Finance Research

Recently Discovered Academic Finance Research You Might Have Missed:

Asset Allocation:

  • Is it better to allocate portfolios to factors rather than to assets? (Cocoma, Czasonis, and etal)
  • Tactical Asset Allocation with Market Valuations: Can’t even beat the simple 60/40 rule?? (Estrada)

More on ‘Smart Beta” ETFs:

  • How Smart are ‘Smart Beta’ ETFs? Analysis of Relative Performance and Factor Timing (Glushkov)
  • Are ‘Smart Beta’ ETFs a Threat to Active Fund Managers? (Morningstar)
  • 6 Must-Knows About ‘Smart Beta’ Funds (Morningstar)

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About the Author:

Wes Gray
After serving as a Captain in the United States Marine Corps, Dr. Gray earned a PhD, and worked as a finance professor at Drexel University. Dr. Gray’s interest in bridging the research gap between academia and industry led him to found Alpha Architect, an asset management that delivers affordable active exposures for tax-sensitive investors. Dr. Gray has published four books and a number of academic articles. Wes is a regular contributor to multiple industry outlets, to include the following: Wall Street Journal, Forbes, ETF.com, and the CFA Institute. Dr. Gray earned an MBA and a PhD in finance from the University of Chicago and graduated magna cum laude with a BS from The Wharton School of the University of Pennsylvania.