Academic Insights & Research Blog

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DIY Asset Allocation Weights: November 2018

By Wesley Gray, PhD|November 1st, 2018|Tool Updates|

Asset Diversification in a Flat World

By Larry Swedroe|November 1st, 2018|Research Insights, Tactical Asset Allocation Research|

Cybersecurity for Financial Advisors (Pat and Brandon)

By Wesley Gray, PhD|November 1st, 2018|Factor Investing, Podcasts and Video|

Do Bank Affiliated Funds Underperform Unaffiliated Funds?

By Wesley Gray, PhD|October 29th, 2018|Basilico and Johnsen, Academic Research Insight, Corporate Governance|

Alpha Architect Weekly Recap: Tracking Error and the “Mix Versus Integrate” Debate

By Wesley Gray, PhD|October 26th, 2018|Research Insights, Media, Weekly Research Recap Videos|

How large is the tracking error created by trend following?

By Jack Vogel, PhD|October 25th, 2018|Research Insights, Trend Following|

Constructing Long-Only Multifactor Strategies: Portfolio Blending vs. Signal Blending

By Tommi Johnsen, PhD|October 22nd, 2018|Research Insights, Factor Investing, Basilico and Johnsen, Academic Research Insight|

Alpha Architect Weekly Recap: ETF Tax Efficiency, Profitability Factor, Trend Following

By Jack Vogel, PhD|October 19th, 2018|Research Insights, Media, Weekly Research Recap Videos|

The Profitability Factor: International Evidence

By Larry Swedroe|October 18th, 2018|Quality Investing, Factor Investing, Research Insights|

What is the correct benchmark for trend following?

By Jack Vogel, PhD|October 16th, 2018|Research Insights, Trend Following|

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