DIY Asset Allocation Weights: December 2019
By Ryan Kirlin|December 2nd, 2019|Index Updates, Research Insights, Tool Updates, Tactical Asset Allocation Research|
Do-It-Yourself tactical asset allocation weights for the Robust Asset Allocation [...]
Myth-busting: Fed Actions and Stock Prices
By Wesley Gray, PhD|December 2nd, 2019|Basilico and Johnsen, Academic Research Insight, Macroeconomics Research|
Does the Fed Impact Stock Prices? McDonald, Puleo and Shadmani [...]
Forbidden Knowledge: Long-Only Academic Factors are Also Cool
By Wesley Gray, PhD|November 27th, 2019|Factor Investing, Research Insights, Value Investing Research, Momentum Investing Research, Low Volatility Investing|
When Equity Factors Drop Their Shorts David Blitz, Guido Baltussen, [...]
Are Earnings Forecasts of Sell-side Analysts Biased?
By Larry Swedroe|November 26th, 2019|Larry Swedroe, Research Insights, Academic Research Insight, Behavioral Finance|
There is a substantial body of evidence linking various accounting [...]
Enterprise Multiples and Equity Country Allocations
By Tommi Johnsen, PhD|November 25th, 2019|Factor Investing, Research Insights, Basilico and Johnsen, Academic Research Insight, Value Investing Research|
And the Winner Is…A Comparison of Valuation Measures for Equity [...]
The Investor’s Podcast: Factor Investing (Jack)
By Jack Vogel, PhD|November 22nd, 2019|Podcasts and Video, Factor Investing, Research Insights, Media|
Recently I was invited to talk with Stig and Preston [...]
Are Value, Carry and Momentum Regime Dependent?
By Larry Swedroe|November 21st, 2019|Research Insights, Factor Investing, Larry Swedroe, Value Investing Research, Momentum Investing Research|
Over the past decade academics and practitioners alike have argued [...]
Dividends are Different
By Aaron Brask|November 20th, 2019|Dividends and Buybacks, Research Insights, Academic Research Insight, Guest Posts, Value Investing Research|
There has been abundant discussion regarding the utility of dividends.[ref]Here [...]
Lowering Portfolio Risk with Corporate Social Responsability
By Wesley Gray, PhD|November 18th, 2019|ESG, Factor Investing, Research Insights, Basilico and Johnsen, Academic Research Insight|
Lowering Portfolio Risk with Corporate Social Responsibility Clark, Krieger, and [...]
The Investment Factor and Expected Returns
By Larry Swedroe|November 14th, 2019|Larry Swedroe, Factor Investing, Research Insights, Academic Research Insight|
Editor's note: Earlier this week, Lu Zhang discussed his thoughts [...]