Relative Sentiment and Market Returns
By Raymond Micaletti|August 12th, 2021|Relative Sentiment, Research Insights, Academic Research Insight, Guest Posts, Other Insights|
Market Returns and A Tale of Two Types of Attentions [...]
Value Investing and the Role of Intangibles
By Larry Swedroe|August 11th, 2021|Larry Swedroe, Factor Investing, Research Insights, Academic Research Insight, Value Investing Research|
Recent research, including the 2020 studies “Explaining the Recent Failure [...]
Disentangling measures of carbon risk
By Tommi Johnsen, PhD|August 9th, 2021|ESG, Research Insights, Basilico and Johnsen, Academic Research Insight|
Decarbonizing Everything Alexander Cheema-Fox, Bridget Realmuto LaPerla, George Serafeim, David [...]
Global Factor Performance: August 2021
By Wesley Gray, PhD|August 9th, 2021|Index Updates, Factor Investing, Research Insights, Tool Updates, Tactical Asset Allocation Research|
The following factor performance modules have been updated on our Index [...]
The Active vs Passive: Smart Factors, Market Portfolio, or Both?
By Matus Padysak|August 5th, 2021|Factor Investing, Research Insights|
Matúš PadyšákQuantpedia.comA version of this paper can be found hereWant to [...]
Behavioral Finance Warning: Humans Love Complexity
By Wesley Gray, PhD|August 3rd, 2021|Factor Investing, Research Insights, Academic Research Insight, Behavioral Finance|
People systematically overlook subtractive changes Gabrielle S. Adams, Benjamin A. Converse, Andrew [...]
DIY Asset Allocation Weights: August 2021
By Ryan Kirlin|August 3rd, 2021|Index Updates, Research Insights, Tool Updates, Tactical Asset Allocation Research|
Do-It-Yourself tactical asset allocation weights for the Robust Asset Allocation [...]
Factor Investing and International Markets
By Wesley Gray, PhD|August 2nd, 2021|Factor Investing, Research Insights, Basilico and Johnsen, Academic Research Insight|
Factors and Risk Premia in Individual International Stock Returns Geert [...]
The Benefits of Sin Stocks
By Larry Swedroe|July 29th, 2021|ESG, Research Insights, Larry Swedroe|
While environmental, social, and governance (ESG) investing continues to gain [...]
Board Diversity and Innovation: International Evidence
By Tommi Johnsen, PhD|July 26th, 2021|ESG, Research Insights, Basilico and Johnsen, Academic Research Insight, Corporate Governance|
Board Gender Diversity and Corporate Innovation: International Evidence Dale Griffin [...]