DIY Asset Allocation Weights: July 2018
By Wesley Gray, PhD|July 3rd, 2018|Tool Updates|
Do-It-Yourself tactical asset allocation weights for the Robust Asset Allocation [...]
For Consistency Across Market Conditions, Try a Quant Manager
By Tommi Johnsen, PhD|July 2nd, 2018|Research Insights, Basilico and Johnsen, Academic Research Insight|
The Impact of Market Conditions on Active Equity Management Harsh [...]
Podcast: Momentum in Theory, Momentum in Practice (Jack)
By Wesley Gray, PhD|June 29th, 2018|Podcasts and Video, Momentum Investing Research|
Here is a link to our podcast on Flirting with [...]
Explaining the Beta Anomaly
By Larry Swedroe|June 28th, 2018|Research Insights, Low Volatility Investing, Active and Passive Investing|
The superior performance of low-beta and low-volatility stocks was documented [...]
Podcast: Corporate Bankruptcy with Kate Waldock (Wes)
By Wesley Gray, PhD|June 26th, 2018|Podcasts and Video, Corporate Governance|
Here is a link to our podcast on Behind the [...]
Financial Constraints Generate a 6.5% 5-Factor Fama-French Alpha?
By Wesley Gray, PhD|June 25th, 2018|Basilico and Johnsen, Academic Research Insight|
Are Financial Constraints Priced? Evidence from Textual Analysis Matthias Buehlmaier [...]
Fund of Funds Selection of Mutual Funds: Are Managers Skilled At It?
By Wesley Gray, PhD|June 24th, 2018|Basilico and Johnsen, Academic Research Insight|
Fund of Funds Selection of Mutual Funds Edwin Elton, Martin [...]
Why you should trust the investment process (even though it’s hard)
By Jack Vogel, PhD|June 21st, 2018|Factor Investing, Research Insights, Trend Following, Key Research, Value Investing Research, Momentum Investing Research|
In this article, we discuss why trusting an investment process [...]
A Smarter CAPE Ratio to Better Forecast Expected Stock Returns
By Tommi Johnsen, PhD|June 18th, 2018|Research Insights, Basilico and Johnsen, Academic Research Insight, Tactical Asset Allocation Research|
Improving U.S. Stock Return Forecasts: A “Fair-Value” CAPE Approach Joseph [...]
The 52 Week High and the Q-Factor Investment Model
By Jack Vogel, PhD|June 14th, 2018|Research Insights, Factor Investing, Momentum Investing Research|
In the past, we have examined the following two topics: [...]