Academic Insights & Research Blog

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The Conservative Formula: Quantitative Investing made Easy

By Rich Shaner, CFA|September 11th, 2018|Research Insights, Factor Investing, Value Investing Research, Momentum Investing Research, Low Volatility Investing|

What’s in Your Benchmark?

By Tommi Johnsen, PhD|September 10th, 2018|Research Insights, Basilico and Johnsen, Academic Research Insight|

Video: Smart Beta is Officially Dead, but Not Forgotten (Jack & Ryan)

By Wesley Gray, PhD|September 7th, 2018|Podcasts and Video|

Smart Beta is Officially Dead, but Not Forgotten

By Ryan Kirlin|September 6th, 2018|Factor Investing, Research Insights, ETF Investing|

DIY Asset Allocation Weights: September 2018

By Wesley Gray, PhD|September 4th, 2018|Tool Updates|

Group Diversity May Constrain the Most Dangerous Investment Bias: Overconfidence

By Wesley Gray, PhD|September 4th, 2018|Basilico and Johnsen, Academic Research Insight|

Buybacks: Why They Don’t Matter, Why They Do, and Why You Should Care Yet Still Relax.

By Jonathan Seed|August 30th, 2018|Research Insights|

Fintwit Might Matter for Momentum and Mean Reversion in Stock Prices

By Tommi Johnsen, PhD|August 27th, 2018|Research Insights, Basilico and Johnsen, Academic Research Insight|

Podcast: Quantitative Value Investing on the Stansberry Investor Hour (Wes)

By Wesley Gray, PhD|August 27th, 2018|Factor Investing, Podcasts and Video|

March for the Fallen 2018: Detailed Logistics Outline and What to Expect

By Wesley Gray, PhD|August 24th, 2018|Training Section, Research Insights, MFTF Training Series|

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