Do Relative-Value Strategies Beat Traditional Systematic Value Investing Strategies?
By Wesley Gray, PhD|March 14th, 2018|Research Insights, Value Investing Research|
Readers often send us great questions related to different ideas [...]
Worried about extreme down markets? Consider formal portfolio risk models.
By Tommi Johnsen, PhD|March 12th, 2018|Research Insights, Basilico and Johnsen, Academic Research Insight|
Do risk management practices work? Evidence from hedge funds Gavin [...]
Podcast: Thinking in Bets with Annie Duke (Wes)
By Wesley Gray, PhD|March 6th, 2018|Podcasts and Video|
Here is a link to our podcast on Behind the [...]
Macroeconomic factors and Tactical Asset Allocation
By Wesley Gray, PhD|March 5th, 2018|Basilico and Johnsen, Academic Research Insight|
Macroeconomic Dashboards for Tactical Asset Allocation David Clewell, Chris Faulkner-Macdonagh, [...]
Who’s Afraid of a Big Bad Bear? Many Investors Shouldn’t be that Concerned
By Andrew Miller|March 2nd, 2018|Guest Posts|
Watching stock prices drop quickly can be terrifying. In late [...]
#Women in Finance Know Stuff: A Conversation with Linda Zhang, PhD
By Wesley Gray, PhD|February 28th, 2018|Women in Finance Know Stuff, Basilico and Johnsen, Interviews|
This is the first of a new series of interviews [...]
Retail Short Sellers: Trading Skill or Insider Trading?
By Tommi Johnsen, PhD|February 26th, 2018|Research Insights, Basilico and Johnsen, Academic Research Insight|
Informed retail investors: Evidence from retail short sales Keith Jacks [...]
Are Factors Better and More Diversifying Than Asset Classes?
By Maneesh Shanbhag|February 23rd, 2018|Factor Investing, Trend Following, Guest Posts, Low Volatility Investing|
Executive Summary Factor investing promises outperformance at low cost. But [...]
Podcast: Managed Futures and Trend-Following with Dr. Kaminski (Wes)
By Wesley Gray, PhD|February 22nd, 2018|Podcasts and Video|
Here is a link to our podcast on Behind the [...]
Explaining the Value Effect in Emerging Markets
By Rich Shaner, CFA|February 21st, 2018|Research Insights, Academic Research Insight, Value Investing Research|
Explaining the Value Effect in Emerging Markets: Tangible vs Intangible [...]