Academic Insights & Research Blog

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Global Factor Performance: May 2021

By Wesley Gray, PhD|May 6th, 2021|Index Updates, Research Insights, Factor Investing, Tool Updates, Tactical Asset Allocation Research|

Text-Based Factor Investing

By Kai Wu|May 6th, 2021|Factor Investing, Research Insights, Guest Posts, AI and Machine Learning|

Resurrecting the Value Premium

By Larry Swedroe|May 4th, 2021|Research Insights, Larry Swedroe, Factor Investing, Academic Research Insight, Other Insights, Value Investing Research|

DIY Asset Allocation Weights: May 2021

By Ryan Kirlin|May 4th, 2021|Index Updates, Research Insights, Tool Updates, Tactical Asset Allocation Research|

Competition for Attention in the ETF Space

By Tommi Johnsen, PhD|May 3rd, 2021|Research Insights, Basilico and Johnsen, Academic Research Insight, ETF Investing|

Market Timing Using Aggregate Equity Allocation Signals

By Raymond Micaletti|April 29th, 2021|Research Insights, Guest Posts, Academic Research Insight, Tactical Asset Allocation Research|

We Should Increase Trust in Financial Services

By Wesley Gray, PhD|April 26th, 2021|Financial Planning, Research Insights, Basilico and Johnsen, Investment Advisor Education, Academic Research Insight, Behavioral Finance|

Building a Better q-Factor Asset Pricing Model

By Larry Swedroe|April 22nd, 2021|Larry Swedroe, Factor Investing, Academic Research Insight|

Advisor Analyst Podcast: Wes Discusses Concentrated Factor Investing

By Wesley Gray, PhD|April 21st, 2021|Podcasts and Video, Research Insights, Media, Momentum Investing Research|

Climate Change and Asset Allocation

By Tommi Johnsen, PhD|April 19th, 2021|ESG, Research Insights, Basilico and Johnsen, Academic Research Insight, Tactical Asset Allocation Research|

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