Academic Insights & Research Blog

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The Performance of Multi-Factor Long-Short Portfolios in Various Economic Regimes

By Larry Swedroe|December 23rd, 2022|Research Insights, Factor Investing, Larry Swedroe|

Book Review: The Bogle Effect by Eric Balchunas

By Wesley Gray, PhD|December 20th, 2022|Research Insights, Academic Research Insight, Other Insights, Book Reviews|

Bigger is Not Always Better in Asset Management

By Elisabetta Basilico, PhD, CFA|December 19th, 2022|Factor Investing, Research Insights, Basilico and Johnsen, Academic Research Insight, Active and Passive Investing|

Mutual Fund to ETF Conversions: To Proxy or Not to Proxy, that is the question

By Pat Cleary|December 16th, 2022|ETF Operations, Tax Efficient Investing, ETF Investing|

Machine Learning and The Cross-Section of Emerging Market Stock Returns

By Matthias Hanauer|December 15th, 2022|Research Insights, Guest Posts, AI and Machine Learning|

Global Factor Performance: December 2022

By Wesley Gray, PhD|December 12th, 2022|Index Updates, Research Insights, Factor Investing, Tool Updates, Tactical Asset Allocation Research|

Volatility scaling is useful for factor timing

By Tommi Johnsen, PhD|December 12th, 2022|Volatility (e.g., VIX), Research Insights, Factor Investing, Basilico and Johnsen, Academic Research Insight|

The “Resurrected” Size Effect and Monetary Policy

By Larry Swedroe|December 9th, 2022|Larry Swedroe, Research Insights, Size Investing Research|

Investing in Deflation, Inflation, and Stagflation Regimes

By Elisabetta Basilico, PhD, CFA|December 6th, 2022|Inflation Investing, Factor Investing, Research Insights, Basilico and Johnsen, Academic Research Insight|

Trend Following and Relative Sentiment: Complementary Factors

By Larry Swedroe|December 2nd, 2022|Relative Sentiment, Larry Swedroe, Research Insights, Trend Following|

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