Compound Your Knowledge Ep 29: What’s the Story Behind EBIT/TEV?
By Jack Vogel, PhD|May 19th, 2020|Compound Your Knowledge, Podcasts and Video, Research Insights, Media, Value Investing Research|
This week we discuss Ryan's article examining the Enterprise Multiple, [...]
Trend Following the S&P 500? Some Practical Advice
By Tommi Johnsen, PhD|May 18th, 2020|Research Insights, Basilico and Johnsen, Trend Following, Academic Research Insight|
BREAKING INTO THE BLACKBOX: Trend Following, Stop Losses, and the [...]
Discussion: Managing the Costs of Passively Investing in Active Strategies
By Wesley Gray, PhD|May 14th, 2020|Research Insights, Academic Research Insight, Active and Passive Investing|
We recently covered a paper by David Blitz that highlighted [...]
Academic Finance Research Galore. WFA Sessions Announced
By Wesley Gray, PhD|May 13th, 2020|Research Insights, Conferences|
Attention all finance geeks. The latest and greatest from academic [...]
Machine Learning and Investing: Forecasting Fundamentals w/ Ensembles
By Steven Downey|May 13th, 2020|Research Insights, Academic Research Insight, Guest Posts, AI and Machine Learning|
Quantitative factor portfolios generally use historical company fundamental data in [...]
Skulls, Financial Turbulence and Risk Management
By Wesley Gray, PhD|May 11th, 2020|Volatility (e.g., VIX), Research Insights, Basilico and Johnsen, Academic Research Insight|
Mark Kritzman and Yuanzhen LiFinancial Analyst Journal, 2010A version of [...]
Absolute Value Versus Relative Value: A Quick Note on the Value Debate
By Wesley Gray, PhD|May 11th, 2020|Factor Investing, Value Investing Research|
We've saw a spike in questions the last few days [...]
The Size Effect in Multifactor Portfolios
By Larry Swedroe|May 7th, 2020|Research Insights, Size Investing Research|
The lack of a statistically significant size premium in the [...]
Cheap vs. Expensive Factors: Does Valuation Matter for Future Returns?
By Nicolas Rabener|May 5th, 2020|Research Insights, Factor Investing, Guest Posts, Value Investing Research, Momentum Investing Research, Low Volatility Investing|
Tesla (TSLA) breached the $100 billion market capitalization in January [...]
Why Passively Investing in Active Methods May Not Work.
By Tommi Johnsen, PhD|May 4th, 2020|Research Insights, Basilico and Johnsen, Academic Research Insight, Active and Passive Investing|
Are Passive Investing Techniques Efficient for Active Strategies? David BlitzJournal [...]