Academic Finance Research and Insights

Investing Isn’t About Being Mostly Right 

By |April 8th, 2025|Skewness, Financial Planning, Research Insights, Podcasts and Video, Trend Following, Academic Research Insight|

Investing isn’t about being mostly right. In fact you can be mostly wrong and beat portfolios that were mostly right! Today, we’ll explore how investors can potentially improve portfolio outcomes by targeting two seemingly contradictory but deeply complementary systems as outlined in the latest Mauboussin-Callahan paper, Probabilities & Payoffs: The Practicality and Psychology of Expected Value. But understanding this counterintuitive reality requires a shift in mindset—one that embraces uncertainty and focuses on the power of diversification.

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Understanding What Drives Momentum in Global Stock Markets

By |April 7th, 2025|Elisabetta Basilico, Research Insights, Other Insights, Momentum Investing Research, Tactical Asset Allocation Research|

When information about a company comes out gradually, investors might not react strongly, leading to momentum. Other factors, like how a company's value is perceived, also play a role, but to a lesser extent.

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US Value Stocks Trading at Historically High Discounts

By |April 4th, 2025|Research Insights, Larry Swedroe, Factor Investing, Other Insights, Value Investing Research|

For equity investors there have been two major narratives over the last 17 calendar year period 2008-2024. The first is that US stocks have far outperformed international stocks. The other narrative has been the outperformance of growth stocks relative to value stocks.

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Portfolio Tax Strategies: Section 351 vs. Exchange Funds vs. Long/Short Tax-Loss-Harvesting

By |April 1st, 2025|Research Insights, Tax Efficient Investing|

Three powerful strategies may help investors diversify concentrated positions while deferring or minimizing immediate capital gains taxes: ✅ Section 351 transactions (often used to seed new ETFs) ✅ Exchange funds (offered by firms like UseCache and traditional private banks) ✅ Long/short tax loss harvesting strategies (offered by firms like AQR or Quantinno using active trading to generate offsetting losses)

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Anti-Dividend Investing: Yield Matters—But Not How You Think!

By |March 18th, 2025|Dividends and Buybacks, Podcasts and Video, Factor Investing, Research Insights, Academic Research Insight|

Dividends are the comfort food of investing. Who wouldn’t love feeling like they’re getting a seemingly “free” payout just for holding onto a stock? As with all good things, there's a little more—perhaps a whole lot more—to the story. Here’s why: even in a tax-free setting, selling stocks before dividend payouts can lead to abnormal returns.

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