Academic Insights & Research Blog

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Alpha Architect Index Data/Information

By Wesley Gray, PhD|May 3rd, 2017|Business Updates|

Swedroe Spotlight: Enhancing Momentum Strategies Via Idiosyncratic Momentum

By Larry Swedroe|May 2nd, 2017|Research Insights, Factor Investing, Larry Swedroe, Guest Posts, Momentum Investing Research|

The Capacity of Smart Beta Funds — Larger than Previously Thought?

By Jack Vogel, PhD|April 28th, 2017|Factor Investing, Research Insights, ETF Investing|

Tactical Asset Allocation and the US 60/40 Benchmark

By Walter Jones|April 27th, 2017|Guest Posts, Tactical Asset Allocation Research|

Academic Factor Exposure Versus Fund Factor Exposure

By Wesley Gray, PhD|April 26th, 2017|Factor Investing, Tool Updates|

Visualizing IRA Rules Using Flowcharts

By Michael Lecours, CFP®|April 25th, 2017|Guest Posts, Other Insights, Investor Education|

How ETFs Might Affect Financial Markets

By Wesley Gray, PhD|April 25th, 2017|Uncategorized|

Great Academic Finance Research Papers at WFA 2017

By Wesley Gray, PhD|April 25th, 2017|Research Insights, ETF Investing|

“Alternative” Facts about Formulaic Value Investing

By Wesley Gray, PhD|April 22nd, 2017|Research Insights, Key Research, Behavioral Finance, Value Investing Research|

Value and Momentum Investing in Frontier Stock Markets

By Jack Vogel, PhD|April 18th, 2017|Factor Investing, Value Investing Research, Momentum Investing Research|

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