DIY Asset Allocation Weights: May 2020
By Ryan Kirlin|May 4th, 2020|Index Updates, Research Insights, Tool Updates, Tactical Asset Allocation Research|
Do-It-Yourself tactical asset allocation weights for the Robust Asset Allocation [...]
What’s the Story Behind EBIT/TEV?
By Ryan Kirlin|May 1st, 2020|Research Insights, Key Research, Value Investing Research|
A common question we receive at Alpha Architect is the [...]
Ways to Measure Extreme Downside Risk
By Wesley Gray, PhD|April 27th, 2020|Crisis Alpha, Research Insights, Basilico and Johnsen, Academic Research Insight|
Richard D.F. Harris , Linh H. Nguyen and Evarist Stoja [...]
Trend Following is Everywhere
By Larry Swedroe|April 23rd, 2020|Factor Investing, Research Insights, Larry Swedroe, Trend Following|
Similar to some better-known factors, such as size and value, [...]
How to Compute Active Share
By Jack Vogel, PhD|April 21st, 2020|Compound Your Knowledge, Research Insights, Podcasts and Video, Media, Academic Research Insight, Tool How-To-Guides, ETF Investing|
In the short video below, I show how to compute [...]
Estimating Pandemic Economic Costs for “Face-to-Face” Businesses
By Tommi Johnsen, PhD|April 20th, 2020|Research Insights, Basilico and Johnsen, Academic Research Insight, Macroeconomics Research|
Business disruptions from social distancing Miklós Koren and Rita PetoCovid [...]
Dividends, Stock Prices, and Inflation.
By Aaron Brask|April 17th, 2020|Dividends and Buybacks, Factor Investing, Guest Posts|
Building on the concepts presented in my Dividends Are Different [...]
Attention Data Geeks: Our Factor Investing Data Library is Open
By Wesley Gray, PhD|April 17th, 2020|Research Insights, Tool Updates|
Are you doing independent factor research? Have you spent countless [...]
Is There a Tail Risk Premium in Stocks?
By Larry Swedroe|April 16th, 2020|Crisis Alpha, Larry Swedroe, Factor Investing, Research Insights|
It has been well documented both that stock returns have [...]
How Cheap (or Expensive) Are Value Stocks?
By Ryan Kirlin|April 14th, 2020|Research Insights, Value Investing Research, Tactical Asset Allocation Research|
What are the two most annoying words in forecasting? IT [...]