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)
About the Author: Wesley Gray, PhD
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Important Disclosures
For informational and educational purposes only and should not be construed as specific investment, accounting, legal, or tax advice. Certain information is deemed to be reliable, but its accuracy and completeness cannot be guaranteed. Third party information may become outdated or otherwise superseded without notice. Neither the Securities and Exchange Commission (SEC) nor any other federal or state agency has approved, determined the accuracy, or confirmed the adequacy of this article.
The views and opinions expressed herein are those of the author and do not necessarily reflect the views of Alpha Architect, its affiliates or its employees. Our full disclosures are available here. Definitions of common statistics used in our analysis are available here (towards the bottom).
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