The Best from Our Research Blog
The Expensive Lesson of Closet Indexing: Avoid Low Active Share and High Expenses
September 13th, 2016|
Even God would get fired as an Active Investor
February 2nd, 2016|
The Sustainable Active Investing Framework: Simple, But Not Easy
August 17th, 2015|
One way to beat the market. Be different!
July 27th, 2015|
Tactical Asset Allocation: Beware of Geeks Bearing Formulas
May 19th, 2015|
A Framework for Investment Manager Selection: Stick to the FACTS
September 16th, 2014|
Behavioral Finance and Investing: Are you Trying Too Hard?
May 13th, 2014|
Long-Only Value Investing: Size Doesn’t Matter!
June 15th, 2023|
Value and Momentum Investing: Combine or Separate?
May 25th, 2021|
How Portfolio Construction Impacts the Reliability of Outcomes
April 16th, 2021|
Value Investing: An Examination of the 1,000 Largest Firms
August 18th, 2020|
Value Factor Diversification: Is Quality Better Than Momentum?
June 26th, 2020|
What’s the Story Behind EBIT/TEV?
May 1st, 2020|
Value Investing & Concentration
July 18th, 2019|
Trend Following: The Epitome of No Pain, No Gain
June 26th, 2019|
Momentum Investing, Like Value Investing, is Simple, but NOT Easy
September 18th, 2018|
Do factor portfolios survive transaction costs?
November 28th, 2017|
Do Portfolio Factors or Characteristics Drive Expected Returns?
October 31st, 2017|
The Global Value Momentum Trend Philosophy
June 6th, 2017|
Factor Investing is More Art, and Less Science
February 3rd, 2017|
The Quantitative Momentum Investing Philosophy
December 1st, 2015|
Avoiding the Big Drawdown with Trend-Following Investment Strategies
August 13th, 2015|
How to Combine Value and Momentum Investing Strategies
March 26th, 2015|
The Robust Asset Allocation (RAA) Index
December 2nd, 2014|
The Quantitative Value Investing Philosophy
October 7th, 2014|
Why the 351 Exchange Might Revolutionize Investing
May 15th, 2026|Tags: 351 exchange, Brent Sullivan|
The Long Volatility Premium: Short the Market, Get Paid?
February 6th, 2026|Tags: tail hedging, long volatility|
Low-Cost Financing via Short Box Spreads: A Primer for Financial Advisors
January 28th, 2026|
Box Spreads: An Alternative to Treasury Bills?
May 10th, 2023|
Does Emerging Markets Investing Make Sense?
June 17th, 2022|
How to Start an ETF? Resources and FAQ
November 16th, 2021|
ETF-prenuers: An Introduction to ETF White Label Services
June 24th, 2020|
1042 Qualified Replacement Property: An Overview of ESOP Rollover Strategies
December 28th, 2016|