Book Review: Your Complete Guide to a Successful and Secure Retirement
If you are looking for an applied framework for tackling the topic of financial planning, you should read Your Complete Guide to a Successful and [...]
Pitfalls When Assessing Market-Timing Strategies
Consider a market-timing strategy which supposedly predicts the direction of the stock market trend. Such a strategy generates Buy and Sell signals. A Buy signal [...]
Women In ETFs Fireside Chat: Event Video Footage
We were honored when Lauren Davis asked if we would host the Women in ETFs event at AA Global Headquarters (i.e. my house). The event [...]
How to Pass the CFA Level 1 Exam
I recently received a question from Steve Sivak of Innovate Wealth: How do I pass the CFA Level 1 Exam? When I sat down to type my response, [...]
Why the Size Premium Should Persist
As the chief research officer for Buckingham Strategic Wealth and The BAM Alliance, I’m often asked, after any asset class or factor experiences a period [...]
Industry Insiders Can Outperform the Market
Industry Familiarity and Trading: Evidence from the Personal Portfolios of Industry Insiders Itzhak Ben-David, Justin Birru and Andrea Rossi Journal of Financial Economics, forthcoming A version [...]
Factor Investing in Practice
Factor Investing from Concept to Implementation Eduard van Gelderen, Joop Huij, and Georgi KyosevWorking paperA version of this paper can be found here[ref]hat tip to Art [...]
Reproducible Finance with R: Code Flows and Shiny Apps for Portfolio Analysis
R is a programming language that owes it's lineage to S, a language designed in it's own developers words, "to turn ideas into software, quickly [...]
Low Volatility Turnover with Value and Momentum
Low Volatility Needs Little Trading Pim van Vliet Journal of Portfolio Management A version of this paper can be found here Want to read our summaries [...]
Seven Centuries of Commodity Reversals
Seven Centuries of Commodity Reversals Adam Zaremba, Robert Bianchi, and Matuesz MikutowskiA version of this paper can be found here. What are the research questions? As [...]
Sector Business Cycle Analysis
There are different investment approaches to identify sector winners and losers, such as price momentum strategies, top down approach based on specific macroeconomic indicators or [...]
Using Flexible Spending to Achieve Financial Goals
Financial planning and specifically portfolio "safe" withdrawal rates are often viewed and analyzed from the perspective of rigid rules that can't be broken - i.e., [...]
Day of the Week Matters for Some Anomalies
Day of the Week and the Cross-Section of Returns Justin BirruJournal of Financial Economics, forthcomingA version of this paper can be found hereWant to read our [...]
DIY Asset Allocation Weights: March 2019
Do-It-Yourself tactical asset allocation weights for the Robust Asset Allocation Index areposted here.[ref] [/ref] Create a free account here if you want to access the site directly. [...]