Academic Insights & Research Blog

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The Unintended Consequences of Single Factor Strategies

By Larry Swedroe|June 10th, 2022|Quality Investing, Research Insights, Factor Investing, Larry Swedroe, Value Investing Research, Momentum Investing Research|

Visualizing the Robustness of the US Equity ETF Market

By Wesley Gray, PhD|June 8th, 2022|Research Insights, Active and Passive Investing|

Global Factor Performance: June 2022

By Wesley Gray, PhD|June 7th, 2022|Index Updates, Research Insights, Factor Investing, Tool Updates, Tactical Asset Allocation Research|

Do Connections Pay Off in the Bitcoin Market?

By Tommi Johnsen, PhD|June 6th, 2022|Crypto, Research Insights, Basilico and Johnsen, Academic Research Insight|

Short-term Momentum

By Larry Swedroe|June 3rd, 2022|Larry Swedroe, Factor Investing, Research Insights, Academic Research Insight, Momentum Investing Research|

DIY Asset Allocation Weights: June 2022

By Ryan Kirlin|June 1st, 2022|Index Updates, Research Insights, Tool Updates, Tactical Asset Allocation Research|

Options Hedging & Leveraged ETFs in Market Swings

By Andrea Barbon|June 1st, 2022|Options, Research Insights, Guest Posts, Academic Research Insight, ETF Investing|

Is There a Gender Gap in Kickstarter Campaigns?

By Tommi Johnsen, PhD|May 31st, 2022|ESG, Research Insights, Basilico and Johnsen, Academic Research Insight|

S&P 500 Valuations with and without Technology

By Ryan Kirlin|May 27th, 2022|Research Insights, Value Investing Research, Active and Passive Investing|

Strategies to Mitigate Tail Risk

By Larry Swedroe|May 26th, 2022|Crisis Alpha, Quality Investing, Larry Swedroe, Factor Investing, Research Insights, Trend Following, Academic Research Insight, Momentum Investing Research|

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