DIY Asset Allocation Weights: May 2018
By Wesley Gray, PhD|May 1st, 2018|Tool Updates|
Do-It-Yourself tactical asset allocation weights for the Robust Asset Allocation [...]
Understanding the State of the ETF Industry through Mergers, Acquisitions, and Fragility
By Ryan Kirlin|May 1st, 2018|Research Insights, ETF Investing|
In this article, we discuss the state of the ETF [...]
Does Higher Financial Literacy Lead to Better Portfolio Performance?
By Wesley Gray, PhD|April 30th, 2018|Basilico and Johnsen, Academic Research Insight|
Financial Literacy and Portfolio Dynamics Milo Bianchi Journal of Finance, forthcoming [...]
The Weirdest Anti-Finance-Conference Ever: March for the Fallen 2018
By Wesley Gray, PhD|April 29th, 2018|MFTF Training Series, Business Updates|
May 1 marks the day when we begin our training [...]
Are Trend-Following and Time-Series Momentum Research Results Robust?
By Wesley Gray, PhD|April 27th, 2018|Research Insights, Trend Following, Momentum Investing Research, Tactical Asset Allocation Research|
When it comes to trend following and/or time-series momentum research, [...]
The Costs of Implementing Momentum Strategies
By Larry Swedroe|April 26th, 2018|Research Insights, Momentum Investing Research|
There are now hundreds of factors in what John Cochrane [...]
The World’s Longest Multi-Asset Momentum Investing Backtest!
By Jack Vogel, PhD|April 24th, 2018|Value Investing Research, Momentum Investing Research, Tactical Asset Allocation Research|
As evidenced by the image below, interest in momentum research [...]
Short Sellers Can Predict Deteriorating Bank Fundamentals
By Tommi Johnsen, PhD|April 23rd, 2018|Research Insights, Basilico and Johnsen, Academic Research Insight|
Can short sellers inform bank supervision? Bhanu Balasubramnian and Ajay [...]
Quantifying the Value of Retirement Accounts
By Aaron Brask|April 19th, 2018|Guest Posts, Tactical Asset Allocation Research, Tax Efficient Investing|
Many people talk about the tax benefits of retirement accounts. [...]
Bond Investing: Reach for Safety
By Jack Vogel, PhD|April 17th, 2018|Research Insights, Factor Investing, Academic Research Insight|
Yield. Within almost any asset class, investors want to know, [...]