Accruals Momentum as an Investment Strategy
By Jack Vogel, PhD|August 16th, 2018|Research Insights, Factor Investing|
Accruals are a part of any company's financial reporting. For [...]
The Best Research Paper Ever Written on Trading Costs
By Wesley Gray, PhD|August 14th, 2018|Research Insights, Value Investing Research, Momentum Investing Research|
Trading costs are a hot topic these days. The topic [...]
Macro Conditions May Enhance Short-term Predictability of the Shiller P/E
By Tommi Johnsen, PhD|August 13th, 2018|Research Insights, Basilico and Johnsen, Academic Research Insight|
King of the Mountain: The Shiller P/E and Macroeconomic Conditions [...]
The Carry Factor and Global Risks
By Larry Swedroe|August 9th, 2018|Research Insights, Larry Swedroe|
The carry factor is the tendency for higher-yielding assets to [...]
Warning: Stock and Bond Correlation Assumptions are Regime Dependent!
By Andrew Miller|August 7th, 2018|Guest Posts|
It ain't what you don't know that gets you into [...]
An Academic Article that Claims Human-Based Advisory Services Face Serious Challenges
By Wesley Gray, PhD|August 6th, 2018|Basilico and Johnsen, Academic Research Insight|
Robo-Advisors and Wealth Management Kokfai Phoon and Francis Koh The Journal of [...]
A Q&A Discussion with Vanguard Researchers on the “Fair Value CAPE Ratio”
By Wesley Gray, PhD|August 3rd, 2018|Research Insights, Interviews, Tactical Asset Allocation Research|
As everyone who's been invested for the last ten years [...]
DIY Asset Allocation Weights: August 2018
By Wesley Gray, PhD|August 1st, 2018|Tool Updates|
Do-It-Yourself tactical asset allocation weights for the Robust Asset Allocation [...]
Vendor Management and Cybersecurity Compliance for RIAs
By Pat Cleary|August 1st, 2018|Cyber Security Programs, Investment Advisor Education|
The Maginot Line, built by the French after World War [...]
Finance Journals Rarely Publish Articles with low T-stats
By Tommi Johnsen, PhD|July 30th, 2018|Research Insights, Basilico and Johnsen, Academic Research Insight|
Documentation of the File Drawer Problem in Academic Finance Journals [...]