Factors Timing is a Difficult Practice
By Wesley Gray, PhD|June 21st, 2021|Factor Investing, Research Insights, Basilico and Johnsen, Academic Research Insight, Tactical Asset Allocation Research|
Factor Exposure Variation and Mutual Fund Performance Ammann, Fischer and [...]
The Performance of Volatility-Managed Portfolios
By Larry Swedroe|June 17th, 2021|Volatility (e.g., VIX), Larry Swedroe, Factor Investing, Research Insights, Trend Following, Tactical Asset Allocation Research|
As far back as 1976, with the publication of Fischer [...]
How to NOT Sound like a Washing Machine Salesman on LinkedIn
By Sara Grillo|June 15th, 2021|Guest Posts, Investment Advisor Education, Other Insights|
I’m constantly hearing from financial advisors who are getting nowhere [...]
Can Hedge Funds Successfully Time Factors?
By Tommi Johnsen, PhD|June 14th, 2021|Factor Investing, Research Insights, Basilico and Johnsen, Academic Research Insight, Tactical Asset Allocation Research|
Timing is money: The factor timing ability of hedge fund [...]
The Costs and Benefits of Tax-Loss-Harvesting (TLH) Versus an ETF
By Wesley Gray, PhD|June 11th, 2021|Research Insights, Tax Efficient Investing, ETF Investing|
Recently, we have experienced a rush of questions from investors/clients [...]
Combining Value and Profitability Factors: the International Evidence
By Larry Swedroe|June 10th, 2021|Quality Investing, Larry Swedroe, Factor Investing, Research Insights, Value Investing Research|
My October 29, 2020, article for Alpha Architect examined the [...]
Selling a Business? Here are 8 Ways to Minimize Your Taxes:
By Adam Tkaczuk|June 8th, 2021|Research Insights, Guest Posts, 1042 QRP Solutions, Tax Efficient Investing|
When an owner sells their business, the IRS and state [...]
Global Factor Performance: June 2021
By Wesley Gray, PhD|June 8th, 2021|Index Updates, Research Insights, Factor Investing, Tool Updates, Tactical Asset Allocation Research|
The following factor performance modules have been updated on our Index [...]
Still Using Book to Market for a Value Metric? Read This.
By Wesley Gray, PhD|June 7th, 2021|Research Insights, Factor Investing, Basilico and Johnsen, Academic Research Insight, Value Investing Research|
Going by the Book: Valuation Ratios and Stock Returns Choi, [...]
This Time is Different? Consider Quantifying Subjective Priors
By David Primer|June 4th, 2021|Empirical Methods, Research Insights, Academic Research Insight, Guest Posts, Behavioral Finance|
This time is different. --John Templeton "This time is different," [...]