Factor Investing Update: An Analysis of 2019 International Factor Returns
By Jack Vogel, PhD|February 19th, 2020|Factor Investing, Research Insights, Value Investing Research, Momentum Investing Research|
Last week I summarized the 2019 factor performance for U.S. [...]
Brokers, Retail Investors, and Conflict of Interests
By Wesley Gray, PhD|February 18th, 2020|Research Insights, Basilico and Johnsen|
Mark EganJournal of Finance, Winter 2019A version of this paper [...]
“Price”, ETFs, and Bond Market Liquidity
By Jonathan Seed|February 13th, 2020|Guest Posts, Fixed Income, ETF Investing|
Multiple events last year reminded us that “price” is a [...]
Factor Investing Update: An Analysis of 2019 U.S. Factor Returns
By Jack Vogel, PhD|February 11th, 2020|Factor Investing, Research Insights|
In case you missed it, 2019 was a good year [...]
Macroeconomic Risks in Equity Factor Investing: Part 1
By Tommi Johnsen, PhD|February 10th, 2020|Factor Investing, Research Insights, Basilico and Johnsen, Academic Research Insight, Macroeconomics Research|
Macroeconomic Risks in Equity Factor Investing Noël Amenc, Mikheil Esakia, [...]
The Case Against REIT’s
By Nicolas Rabener|February 6th, 2020|Research Insights, Guest Posts, Academic Research Insight|
Surveys often reveal investor behavior that is challenging to understand. [...]
Book Review: Smart(er) Investing by Elisabetta and Tommi
By Wesley Gray, PhD|February 4th, 2020|Women in Finance Know Stuff, Research Insights, Basilico and Johnsen, Academic Research Insight, Other Insights, Book Reviews|
It's not often I get the opportunity to write a [...]
DIY Asset Allocation Weights: February 2020
By Ryan Kirlin|February 3rd, 2020|Index Updates, Research Insights, Tool Updates, Tactical Asset Allocation Research|
Do-It-Yourself tactical asset allocation weights for the Robust Asset Allocation [...]
Conflict of Interest and Mutual Fund Sales
By Wesley Gray, PhD|February 3rd, 2020|Research Insights, Basilico and Johnsen, Academic Research Insight, Corporate Governance|
Conflict of Interest in Mutual Fund Sales: What Does the [...]
Low Volatility-Momentum Factor Investing Portfolios
By Nicolas Rabener|January 30th, 2020|Research Insights, Factor Investing, Guest Posts, Momentum Investing Research, Low Volatility Investing|
INTRODUCTION Factor investing is hard and some factors make it [...]