Wesley R. Gray, Ph.D.

//Wesley R. Gray, Ph.D.

About Wesley R. Gray, Ph.D.

After serving as a Captain in the United States Marine Corps, Dr. Gray earned a PhD, and worked as a finance professor at Drexel University. Dr. Gray’s interest in bridging the research gap between academia and industry led him to found Alpha Architect, an asset management that delivers affordable active exposures for tax-sensitive investors. Dr. Gray has published four books and a number of academic articles. Wes is a regular contributor to multiple industry outlets, to include the following: Wall Street Journal, Forbes, ETF.com, and the CFA Institute. Dr. Gray earned an MBA and a PhD in finance from the University of Chicago and graduated magna cum laude with a BS from The Wharton School of the University of Pennsylvania.

Identify your Size, Value, and Momentum Benchmark

By | 2017-08-18T17:03:11+00:00 September 24th, 2013|Research Insights|

Many readers are likely familiar with Ken French's data: http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html I'm not sure readers know about other data sources on the web. Case in point: I'm attaching the Russ Wermer 125 size/value/momo portfolios. http://www.rhsmith.umd.edu/faculty/rwermers/ftpsite/Dgtw/coverpage.htm (Homepage) http://www.rhsmith.umd.edu/faculty/rwermers/ftpsite/Dgtw/bench%20(2011).csv [...]