Academic Insights & Research Blog

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Academic Factor Portfolios are Extremely Painful. Unless you are an Alien.

By Wesley Gray, PhD|August 23rd, 2018|Factor Investing, Research Insights|

Looking at Alternatives? Avoid Complexity and Magical Backtests

By Wesley Gray, PhD|August 20th, 2018|Basilico and Johnsen, Academic Research Insight|

Accruals Momentum as an Investment Strategy

By Jack Vogel, PhD|August 16th, 2018|Factor Investing, Research Insights|

The Best Research Paper Ever Written on Trading Costs

By Wesley Gray, PhD|August 14th, 2018|Research Insights, Value Investing Research, Momentum Investing Research|

Macro Conditions May Enhance Short-term Predictability of the Shiller P/E

By Tommi Johnsen, PhD|August 13th, 2018|Research Insights, Basilico and Johnsen, Academic Research Insight|

The Carry Factor and Global Risks

By Larry Swedroe|August 9th, 2018|Larry Swedroe, Research Insights|

Warning: Stock and Bond Correlation Assumptions are Regime Dependent!

By Andrew Miller|August 7th, 2018|Guest Posts|

An Academic Article that Claims Human-Based Advisory Services Face Serious Challenges

By Wesley Gray, PhD|August 6th, 2018|Basilico and Johnsen, Academic Research Insight|

A Q&A Discussion with Vanguard Researchers on the “Fair Value CAPE Ratio”

By Wesley Gray, PhD|August 3rd, 2018|Research Insights, Interviews, Tactical Asset Allocation Research|

DIY Asset Allocation Weights: August 2018

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

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