Academic Insights & Research Blog

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Quantitative Value Research: Cyclically-adjusted B/M (CA-BM) Factor

By Wesley Gray, PhD|October 15th, 2014|Research Insights, Value Investing Research|

The Fascinating Relationship Between Low Volatility and Value

By Wesley Gray, PhD|October 14th, 2014|Low Volatility Investing|

Top Geeky Quant Blogs

By Wesley Gray, PhD|October 13th, 2014|Investor Education|

Afraid of Market Risk? Stop. Be Afraid of Bias.

By Wesley Gray, PhD|October 12th, 2014|Behavioral Finance|

CEO Indiscretions: Sex, Lies, and Firm Value

By Wesley Gray, PhD|October 10th, 2014|Research Insights|

Low-Volatility Investing: Avoid High Beta Stocks. Period.

By Wesley Gray, PhD|October 9th, 2014|Key Research, Low Volatility Investing|

Shocking: CEOs Do Things for Personal Gain

By Wesley Gray, PhD|October 8th, 2014|Research Insights|

Behavioral Bias Bingo — The Whimsical Cuteness Effect

By Ross Steinman|October 7th, 2014|Behavioral Finance|

The Quantitative Value Investing Philosophy

By Wesley Gray, PhD|October 7th, 2014|Best of Factor Investing, Research Insights, Factor Investing, Introduction Course, Key Research, Value Investing Research|

How to calculate 3-factor (Fama-French) and 1-factor (CAPM) alpha

By Wesley Gray, PhD|October 6th, 2014|Investor Education, Value Investing Research|

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