The R&D Premium: Is it Risk or Mispricing?
By Larry Swedroe|February 18th, 2021|Quality Investing, Factor Investing, Research Insights|
Asset pricing models are important because they help us understand [...]
Meb Faber Podcast: Doug Discusses 1042 QRP and ESOP Transactions
By Wesley Gray, PhD|February 18th, 2021|Research Insights, Podcasts and Video, Media, Momentum Investing Research|
Doug Pugliese, the head of our 1042 QRP business, was [...]
ESG Factors and Traditional Factors
By Wesley Gray, PhD|February 16th, 2021|ESG, Factor Investing, Research Insights, Basilico and Johnsen, Academic Research Insight, Investment Advisor Education|
Toward ESG Alpha: Analyzing ESG Exposures through a Factor Lens [...]
Do ETFs Adversely Affect Market Quality? Nope.
By Wesley Gray, PhD|February 11th, 2021|Research Insights, Academic Research Insight, ETF Investing|
Intraday Arbitrage Between ETFs and their Underlying Portfolios Box, Davis, [...]
Global Factor Performance: February 2021
By Wesley Gray, PhD|February 9th, 2021|Index Updates, Research Insights, Factor Investing, Tool Updates, Tactical Asset Allocation Research|
The following factor performance modules have been updated on our Index [...]
Will the Real Value Factor Funds Please Stand Up?
By Tommi Johnsen, PhD|February 8th, 2021|Factor Investing, Research Insights, Basilico and Johnsen, Academic Research Insight, Value Investing Research|
Characteristics of Mutual Fund Portfolios: Where Are the Value Funds? [...]
Excess Returns Podcast: Jack discussing Momentum and Trend
By Jack Vogel, PhD|February 5th, 2021|Research Insights, Podcasts and Video, Media, Momentum Investing Research|
I was recently invited on the Excess Returns podcast with [...]
Do Security Analysts Follow the Academic Evidence?
By Larry Swedroe|February 4th, 2021|Research Insights, Larry Swedroe, Factor Investing, Academic Research Insight|
As my co-author Andrew Berkin and I explain in our [...]
DIY Asset Allocation Weights: February 2021
By Ryan Kirlin|February 2nd, 2021|Index Updates, Research Insights, Tool Updates, Tactical Asset Allocation Research|
Do-It-Yourself tactical asset allocation weights for the Robust Asset Allocation [...]
Hot Topic: Does “Gamma” Hedging Actually Affect Stock Prices?
By Wesley Gray, PhD|February 1st, 2021|Factor Investing, Research Insights, Basilico and Johnsen, Academic Research Insight, Momentum Investing Research|
Hedging Demand and Market Intraday Momentum Guido Baltussen, Zhi Da, [...]