An Introduction to Digital Signal Processing for Trend Following
By Henry Stern|August 13th, 2020|Research Insights, Trend Following, Guest Posts|
Original: August, 2020 Updated: March, 2025 Overview Digital signal processing [...]
What is Sequence Risk and Can Trend Following Help Reduce It?
By Tommi Johnsen, PhD|August 10th, 2020|Research Insights, Trend Following, Basilico and Johnsen, Academic Research Insight|
Reducing Sequence Risk Using Trend Following and the CAPE Ratio [...]
Cross-Asset Signals and Time-Series Momentum
By Larry Swedroe|August 6th, 2020|Factor Investing, Research Insights, Larry Swedroe, Academic Research Insight, Momentum Investing Research|
In their paper “Time Series Momentum,” published in the May [...]
DIY Asset Allocation Weights: August 2020
By Ryan Kirlin|August 4th, 2020|Index Updates, Research Insights, Tool Updates, Tactical Asset Allocation Research|
Do-It-Yourself tactical asset allocation weights for the Robust Asset Allocation [...]
CEOs Formative Years and the Gender Gap
By Wesley Gray, PhD|August 3rd, 2020|ESG, Research Insights, Basilico and Johnsen, Academic Research Insight|
The Origins and Real Effects of the Gender Gap: Evidence [...]
Is Systematic Value Dead???
By Larry Swedroe|July 30th, 2020|Research Insights, Factor Investing, Larry Swedroe, Academic Research Insight, Value Investing Research|
Value investing is the age-old investment strategy that buys securities [...]
Relative Skewness: A New Risk Factor?
By Tommi Johnsen, PhD|July 27th, 2020|Skewness, Factor Investing, Research Insights, Basilico and Johnsen, Academic Research Insight, Tactical Asset Allocation Research|
Cross-Asset Skew Nick Baltas and Gabriel SalinasWorking Paper, SSRNA version [...]
Fundamental Momentum, the Carry Trade, and Currency Returns
By Larry Swedroe|July 23rd, 2020|Larry Swedroe, Factor Investing, Research Insights, Academic Research Insight, Momentum Investing Research|
Momentum in prices is the tendency of assets that have [...]
What is Impact Investing?
By Wesley Gray, PhD|July 20th, 2020|Financial Planning, ESG, Research Insights, Factor Investing, Basilico and Johnsen, Academic Research Insight, Value Investing Research|
Impact Investing 2.0: Not Just for Do-Gooders Anymore Diana LiebermanThe [...]
Planning Opportunities: Why Gift It, If You Can Loan It?
By Brian Bobeck|July 16th, 2020|Financial Planning, Research Insights, Guest Posts, Investment Advisor Education|
The coincidence of historically low-interest rates and the increased gift tax [...]