Quant Geek Weekend Homework: Academic Finance Research

/Quant Geek Weekend Homework: Academic Finance Research

Quant Geek Weekend Homework: Academic Finance Research

By | 2017-08-18T16:58:34+00:00 June 5th, 2015|Uncategorized|2 Comments

Recently Discovered Academic Finance Research You Might Have Missed:

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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.
  • jimhsu

    I think the framing paper underscores the need for better portfolio visualizer tools. The ones there basically show portfolio values in isolation (useful, but doesn’t account for inflows/outflows), or benchmark the holdings relative to S&P, foreign equities only, or bonds (none of which are useful benchmarks in isolation).

  • agree completely.