Alpha Architect Weekly Research Recap (Jack & Ryan)

Alpha Architect Weekly Research Recap (Jack & Ryan)

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Video Summary

Ryan and I discuss three articles published on our blog this week. First, we examine a paper by Linda Zhang investigating the volatility of leveraged ETFs. Second, we discuss an article (and corresponding video and PPT slides from Wes) examining stock momentum strategies. The talk is titled “Momentum Investing, Simple, but not Easy”. Last, we examine an article by Aaron Brask examining the value of retirement accounts–this article, along with the prior one, is a must read for those interested in understanding the benefits of retirement accounts.

Links to the post are below for those interested in digging into the details!

Video Links/Notes

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About the Author:

Jack Vogel, PhD
Jack Vogel, Ph.D., conducts research in empirical asset pricing and behavioral finance, and is a co-author of DIY FINANCIAL ADVISOR: A Simple Solution to Build and Protect Your Wealth. His dissertation investigates how behavioral biases affect the value anomaly. His academic background includes experience as an instructor and research assistant at Drexel University in both the Finance and Mathematics departments, as well as a Finance instructor at Villanova University. Dr. Vogel is currently a Managing Member of Alpha Architect, LLC, an SEC-Registered Investment Advisor, where he heads the research department and serves as the Chief Financial Officer. He has a PhD in Finance and a MS in Mathematics from Drexel University, and graduated summa cum laude with a BS in Mathematics and Education from The University of Scranton.
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