Alpha Architect Weekly Recap: Trend-Following, Portfolios, and Risk Factors
By Jack Vogel, PhD|December 7th, 2018|Research Insights|
You can watch the video via the link below: [...]
Trend Following on Steroids
By Wouter Keller|December 7th, 2018|Research Insights, Trend Following, Guest Posts|
Trend following is well-known and the simplest version is as [...]
How to Use Trend Following within a Portfolio
By Jack Vogel, PhD|December 4th, 2018|Research Insights, Trend Following|
A question we have been receiving recently is the following: [...]
Measuring Factor Exposures: Uses and Abuses
By Tommi Johnsen, PhD|December 3rd, 2018|Research Insights, Factor Investing, Basilico and Johnsen, Academic Research Insight|
Measuring Factor Exposures: Uses and Abuses Ronen Israel and Adrienne [...]
DIY Asset Allocation Weights: December 2018
By Wesley Gray, PhD|December 3rd, 2018|Tool Updates|
Do-It-Yourself tactical asset allocation weights for the Robust Asset Allocation [...]
Alpha Architect Weekly Recap: FAs and the Global Market Portfolio
By Jack Vogel, PhD|December 1st, 2018|Research Insights, Weekly Research Recap Videos|
You can watch the video via the link below: This [...]
Is Financial Advice Conflicted…Or is it Simply Misguided?
By Rich Shaner, CFA|November 29th, 2018|Research Insights, Guest Posts, Corporate Governance|
The Misguided Beliefs of Financial Advisers Juhani T. Linnainmaa, Brian [...]
A Proxy for the Unobservable Global Market Portfolio
By Wesley Gray, PhD|November 26th, 2018|Basilico and Johnsen, Academic Research Insight|
The Global Capital Stock: Finding a Proxy for the Unobservable [...]
Short volatility strategies are extensive and widespread
By Tommi Johnsen, PhD|November 19th, 2018|Research Insights, Basilico and Johnsen, Academic Research Insight|
Everybody’s Doing It: Short Volatility Strategies and Shadow Financial Insurers [...]
Alpha Architect Weekly Recap: Factors, Opportunity Zones, and HFs
By Jack Vogel, PhD|November 17th, 2018|Research Insights|
You can watch the video via the link below: This [...]