How to Start an ETF with Meb, Patrick, and Wes

By |September 6th, 2021|Factor Investing, Podcasts and Video, Tax Efficient Investing, ETF Investing|

Here is a link to our recent chat on The Meb Faber Show regarding the details on how to start an etf: This topic is up your alley, feel free to go back and listen [...]

Factor Timing Is Tempting

By |September 2nd, 2021|Research Insights, Factor Investing, Larry Swedroe, Academic Research Insight|

Academic research has found that factor premiums are both time-varying and dependent on the economic cycle. For example, Arnav Sheth, and Tee Lim, authors of the December 2017 study “Fama-French Factors and Business Cycles,” examined [...]

DIY Asset Allocation Weights: September 2021

By |September 1st, 2021|Index Updates, Research Insights, Tool Updates, Tactical Asset Allocation Research|

Do-It-Yourself tactical asset allocation weights for the Robust Asset Allocation Index are posted here. (Note: free registration required) Request a free account here if you want to access the site directly. Exposure Highlights (bold implies [...]

AA Welcomes the Newest Deadlifter to the Team: Jess Bost

By |September 1st, 2021|Financial Planning, Women in Finance Know Stuff, Business Updates|

BROOMALL, PA -- Alpha Architect, LLC announces that Jess Bost, RICPⓇ has joined the firm as Vice President - Brand Partnerships. In her newly created role, Mrs. Bost will develop and expand upon current RIA [...]

Mutual Funds: Negative $125B in Value-Add?

By |August 31st, 2021|Research Insights, Basilico and Johnsen, Academic Research Insight, Other Insights, Active and Passive Investing|

The Persistence of Fee Dispersion among Mutual Funds Cooper, Halling and YangReview of Finance, 2021A version of this paper can be found hereWant to read our summaries of academic finance papers? Check out our Academic Research Insight category [...]

International Tests of Factor Anomalies: Most Don’t Survive

By |August 27th, 2021|Research Insights, Factor Investing, Larry Swedroe, Academic Research Insight|

Since the development of the capital asset pricing model (CAPM) about 50 years ago, academic researchers have documented hundreds of “anomalies” that generate significant positive alpha. There are now so many that economist John Cochrane, [...]

The Value Premium Might be Smaller Than We Originally Thought

By |August 24th, 2021|Research Insights, Factor Investing, Basilico and Johnsen, Academic Research Insight, Value Investing Research|

Is the Value Premium Smaller Than We Thought? Mathias HaslerSSRN Working PaperA version of this paper can be found hereWant to read our summaries of academic finance papers? Check out our Academic Research Insight category What [...]

The Impact of Goodwill on Stock Returns

By |August 19th, 2021|Research Insights, Larry Swedroe, Academic Research Insight|

A firm’s stock price should reflect the value of both its tangible and intangible capital. While tangible capital has been widely studied, intangible capital has been receiving more attention due to its increasing importance in [...]

Financial Media, Price Discovery, and Merger Arbitrage

By |August 16th, 2021|Event Driven Investing, Research Insights, Basilico and Johnsen, Academic Research Insight, Machine Learning|

Financial Media, Price Discovery, and Merger Arbitrage Buehlmaier and ZechnerReview of Finance, forthcomingA version of this paper can be found hereWant to read our summaries of academic finance papers? Check out our Academic Research Insight category What are [...]

Relative Sentiment and Market Returns

By |August 12th, 2021|Relative Sentiment, Research Insights, Guest Posts, Academic Research Insight, Other Insights|

Market Returns and A Tale of Two Types of Attentions Da, Hua, Hung, and PengA version of this paper can be found hereWant to read our summaries of academic finance papers? Check out our Academic [...]

Value Investing and the Role of Intangibles

By |August 11th, 2021|Research Insights, Factor Investing, Larry Swedroe, Academic Research Insight, Value Investing Research|

Recent research, including the 2020 studies “Explaining the Recent Failure of Value Investing” and “Intangible Capital and the Value Factor: Has Your Value Definition Just Expired?,” have investigated the impact on U.S. value strategies of [...]

Disentangling measures of carbon risk

By |August 9th, 2021|ESG, Research Insights, Basilico and Johnsen, Academic Research Insight|

Decarbonizing Everything Alexander Cheema-Fox, Bridget Realmuto LaPerla, George Serafeim, David Turkington, & Hui (Stacie) WangFinancial Analysts JournalA version of this paper can be found hereWant to read our summaries of academic finance papers? Check out our [...]

Global Factor Performance: August 2021

By |August 9th, 2021|Index Updates, Research Insights, Factor Investing, Tool Updates, Tactical Asset Allocation Research|

The following factor performance modules have been updated on our Index website.free access for financial professionals Standardized PerformanceFactor PerformanceFactor ExposuresFactor PremiumsFactor AttributionFactor Data Downloads

The Active vs Passive: Smart Factors, Market Portfolio, or Both?

By |August 5th, 2021|Research Insights, Factor Investing|

Matúš PadyšákQuantpedia.comA version of this paper can be found hereWant to read our summaries of academic finance papers? Check out our Academic Research Insight category Abstract While there may be debates about passive and active investing, [...]

Behavioral Finance Warning: Humans Love Complexity

By |August 3rd, 2021|Research Insights, Factor Investing, Academic Research Insight, Behavioral Finance|

People systematically overlook subtractive changes Gabrielle S. Adams, Benjamin A. Converse, Andrew H. Hales & Leidy E. Klotz Nature 592, 258-161A version of this paper can be found hereWant to read our summaries of academic finance papers? Check out our Academic Research [...]

Factor Investing and International Markets

By |August 2nd, 2021|Research Insights, Factor Investing, Basilico and Johnsen, Academic Research Insight|

Factors and Risk Premia in Individual International Stock Returns Geert Bekaert, Eric Engstrom and Andrey ErmolovJournal of Financial Economics, 2021A version of this paper can be found hereWant to read our summaries of academic finance papers? [...]

Board Diversity and Innovation: International Evidence

By |July 26th, 2021|ESG, Research Insights, Basilico and Johnsen, Academic Research Insight, Corporate Governance|

Board Gender Diversity and Corporate Innovation: International Evidence Dale Griffin , Kai Li , and Ting XuJournal of Financial and Quantitative AnalysisA version of this paper can be found hereWant to read our summaries of academic [...]

The Role of Book-to-Market in Bond Returns

By |July 22nd, 2021|Research Insights, Factor Investing, Larry Swedroe, Fixed Income, Value Investing Research|

My August 17, 2020, article for Advisor Perspectives, “Factor-Based Investing Beats Active Management for Bonds,” provided the evidence from a series of academic papers on the ability of common factors to explain the variation of [...]

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