Title: Social Capital, Trust, and Firm Performance: The Value of Corporate Social Responsibility during the Financial Crisis Authors: Karl V. Lins, Henri Servaes, and Ane [...]
Landon Thomas Jr. recently wrote an article in the New York Times regarding our participation in the recent March for the Fallen Event. Landon's article was [...]
Title: DOES PAST PERFORMANCE MATTER IN INVESTMENT MANAGER SELECTION? Authors: BRADFORD CORNELL, JASON HSU, and DAVID NANIGIAN Publication: JOURNAL OF PORTFOLIO MANAGEMENT, SUMMER 2017 (paper ) What are [...]
Title: GENDER AND CONNECTIONS AMONG WALL STREET ANALYSTS Authors: LILY FANG AND STERLING HUANG Publication: THE REVIEW OF FINANCIAL STUDIES, V.30, SEPTEMBER 2017 (version here) What are the [...]
This weekend around 70 of us from the finance community (many from "finance twitter") will be meeting at the National Guard Training Center in the [...]
Prof. Richard Price, an old friend, co-author, and Alpha Architect advisory board member, is working on some cool new co-authored research that requires audience participation! [...]
Our firm is growing rapidly and we're looking to hire new teammates (one initially, possibly another down the road). If you are passionate about investor [...]
Title: RETAIL FINANCIAL ADVICE: DOES ONE SIZE FITS ALL? Authors: FOERSTER S., LINNAINMAA J.T., MELZER B.T., PREVITERO A. Publication: JOURNAL OF FINANCE, V.72, AUGUST 2017 (version here ) What [...]
Readers: A few of us on the team will be on the road this week. Ryan Kirlin, Yang Xu, and I will all be attending [...]
Team: This post is part six in the training series for those participants in this year's March for the Fallen event. We are about 2 weeks [...]
Here is a link to our podcast on Behind the Markets We discuss research on FX. You can listen to the podcast via the link [...]
Here is a link to our podcast on Invest Like the Best. My guest this week is a version of me—a funnier, cooler version who [...]
Team: This post is part five in the training series for those participants in this year's March for the Fallen event. Dave Babulak, Dave Taggart, and [...]
Title: ABUSING ETFs Authors: UTPAL BHATTACHARYA, BENJAMIN LOOS, STEFFEN MEYER, ANDREAS HACKETAL Publication: REVIEW OF FINANCE, VOL.21, 2017 (version here) What are the research questions? [...]
Team: This post is part four in the training series for those participants in this year's March for the Fallen event. We are about 4 weeks [...]
Team: This post is part three in the training series for those participants in this year's March for the Fallen event. We are about 5 weeks [...]
Title: MITIGATING ESTIMATION RISK IN ASSET ALLOCATION: DIAGONAL MODELS VERSUS 1/N DIVERSIFICATION Authors: CHRIS STIVERS, LICHENG SUN Publication: THE FINANCIAL REVIEW, 2016 (version here) What are [...]
Team: This post is part two in the training series for those participants in this year's March for the Fallen event. You are reading this for [...]
In this article we discuss what the academic research says about ETF trading spreads and premiums. INEFFICIENCIES IN THE PRICING OF EXCHANGE TRADED FUNDS ANTTI [...]
This post is part one in the training series for those participants in this year's March for the Fallen event. You are on reading this for [...]
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