What is the correct benchmark for trend following?
By Jack Vogel, PhD|October 16th, 2018|Research Insights, Trend Following|
"What is the correct benchmark for trend following?" This is [...]
Can Your Alpha Cover the Tax Bill? Pro-Tip: The ETF Wrapper May Help.
By Tommi Johnsen, PhD|October 15th, 2018|Research Insights, Basilico and Johnsen, Academic Research Insight|
This blog discusses the academic research about after-tax alpha by [...]
Video: Alpha Architect Weekly Research Recap
By Jack Vogel, PhD|October 12th, 2018|Podcasts and Video, Media, Weekly Research Recap Videos|
You can watch the video via the link below: Video [...]
How a Multi-factor Portfolio is Constructed Matters
By Larry Swedroe|October 11th, 2018|Research Insights, Factor Investing, Larry Swedroe|
The CAPM was the first formal asset-pricing model. Market beta [...]
Fixed Income Factors: An Overlooked Corner of the Market
By Andrew Miller|October 9th, 2018|Research Insights, Factor Investing, Guest Posts, Fixed Income|
Factors, or "style" investing, seems to be all the rage [...]
Investment Factor Timing: Challenging, but Not Impossible
By Tommi Johnsen, PhD|October 8th, 2018|Research Insights, Factor Investing, Basilico and Johnsen, Academic Research Insight, Tactical Asset Allocation Research|
The Promises and Pitfalls of Factor Timing Jennifer Bender, Xiaole [...]
Video: Alpha Architect Weekly Research Recap
By Jack Vogel, PhD|October 5th, 2018|Research Insights|
You can watch the video via the link below: Video [...]
Summing up the Potential Benefits and Pitfalls of Diversification in 3 Slides
By Wesley Gray, PhD|October 4th, 2018|Research Insights, Tactical Asset Allocation Research|
Not long ago I used to teach investment management courses [...]
DIY Asset Allocation Weights: October 2018
By Wesley Gray, PhD|October 2nd, 2018|Tool Updates|
Do-It-Yourself tactical asset allocation weights for the Robust Asset Allocation [...]
How can the Investment CAPM Price Momentum?
By Jack Vogel, PhD|October 2nd, 2018|Factor Investing, Research Insights, Momentum Investing Research|
"How can a q-theoretic model price momentum?" is a new [...]