Is Passive Investing Better than Active Investing?A Critical Review.
By Geoff Warren|January 2nd, 2020|Research Insights, Factor Investing, Academic Research Insight, Key Research, Active and Passive Investing|
The broad thrust of this paper is that Sharpe’s proposition is not water-tight upon closer examination, and certainly should not be received as gospel.
Asset Allocation vs. Factor Allocation—Can We Build a Unified Method?
By Tommi Johnsen, PhD|December 30th, 2019|Research Insights, Factor Investing, Basilico and Johnsen, Academic Research Insight, Value Investing Research|
Asset Allocation vs. Factor Allocation—Can We Build a Unified Method? [...]
International Evidence on Factor Premiums
By Larry Swedroe|December 26th, 2019|Factor Investing, Research Insights|
Klaus Grobys contributes to the literature on asset pricing models [...]
Compound Your Knowledge Ep 21: Christmas Special
By Jack Vogel, PhD|December 23rd, 2019|Compound Your Knowledge, Research Insights, Podcasts and Video, Media|
In today's episode, we had Wes join the show and [...]
The market impact of rebalancing factor investing strategies
By Tommi Johnsen, PhD|December 23rd, 2019|Transaction Costs, Factor Investing, Research Insights, Basilico and Johnsen, Academic Research Insight|
Transaction Costs of Factor-Investing Strategies Feifei Li, Tzee-Man Chow, Alex [...]
An Analysis of “Testing Benjamin Graham’s Net Current Asset Value Strategy in London”
By Gaurang Merani, CPA|December 17th, 2019|Research Insights, Factor Investing|
Authors: Ying Xiao and Glen C. Arnold A version of [...]
Protecting the Downside of Trend When It Is Not Your Friend: Part 2/2
By Tommi Johnsen, PhD|December 16th, 2019|Research Insights, Basilico and Johnsen, Trend Following, Academic Research Insight, Momentum Investing Research|
Protecting the Downside of Trend When It Is Not Your [...]
Improving the Performance of Deep Value Strategies
By Larry Swedroe|December 12th, 2019|Larry Swedroe, Factor Investing, Research Insights, Value Investing Research|
A large body of evidence demonstrates that investment strategies focused [...]
Protecting the Downside of Trend When It Is Not Your Friend : Part 1
By Tommi Johnsen, PhD|December 9th, 2019|Factor Investing, Research Insights, Basilico and Johnsen, Trend Following, Academic Research Insight, Momentum Investing Research|
Protecting the Downside of Trend When It Is Not Your [...]
Global Impact of Investor Home Country Bias
By Larry Swedroe|December 5th, 2019|Research Insights, Larry Swedroe, Macroeconomics Research|
A large body of research demonstrates that “familiarity breeds investment.” [...]