An Economic Framework for ESG Investing
By Wesley Gray, PhD|March 22nd, 2021|ESG, Research Insights, Basilico and Johnsen, Investment Advisor Education, Academic Research Insight, AI and Machine Learning|
Responsible Investing: The ESG Efficient Frontier Pedersen, Fitzgibbons, and PomorskiJournal [...]
Conditional Volatility Targeting
By Larry Swedroe|March 18th, 2021|Larry Swedroe, Factor Investing, Research Insights, Academic Research Insight, Other Insights|
Financial economists have long known that volatility and returns are [...]
How to Predict Stock Returns (using a simple model)
By Jack Vogel, PhD|March 16th, 2021|Predicting Market Returns, Research Insights, Academic Research Insight, Other Insights|
Jack Bogle, the founder of Vanguard, created a simple explanation [...]
How to Measure the Liquidity of Cryptocurrency?
By Wesley Gray, PhD|March 15th, 2021|Crypto, Transaction Costs, Research Insights, Basilico and Johnsen, Academic Research Insight|
In this blog we discuss the academic research surrounding the [...]
Low Volatility Factor Investing: Risk-Based or Behavioral-Based or Both?
By Tommi Johnsen, PhD|March 8th, 2021|Volatility (e.g., VIX), Factor Investing, Research Insights, Basilico and Johnsen, Academic Research Insight, Low Volatility Investing|
Betting against correlation: Testing theories of the low-risk effect Cliff [...]
Global Factor Performance: March 2021
By Wesley Gray, PhD|March 8th, 2021|Index Updates, Factor Investing, Research Insights, Tool Updates, Tactical Asset Allocation Research|
The following factor performance modules have been updated on our Index [...]
Momentum Factor Investing: What’s the Right Risk-Adjustment?
By Wesley Gray, PhD|March 4th, 2021|Research Insights, Factor Investing, Momentum Investing Research|
Momentum? What Momentum? Erik Theissen and Can YilanciA version of [...]
DIY Asset Allocation Weights: March 2021
By Ryan Kirlin|March 2nd, 2021|Index Updates, Research Insights, Tool Updates, Tactical Asset Allocation Research|
Do-It-Yourself tactical asset allocation weights for the Robust Asset Allocation [...]
Does Crowdsourced Investing Work?
By Wesley Gray, PhD|March 1st, 2021|Research Insights, Basilico and Johnsen, Academic Research Insight, Behavioral Finance|
Extrapolative Beliefs in the Cross Section: What Can We Learn [...]
The Forecasting Power of Value, Profitability, and Investment Spreads
By Larry Swedroe|February 25th, 2021|Larry Swedroe, Factor Investing, Research Insights, Academic Research Insight, Other Insights, Value Investing Research|
Studies such as the 2019 paper “Value Return Predictability Across [...]