Liquidity might be a better proxy for Size in equity markets
By Tommi Johnsen, PhD|October 28th, 2019|Research Insights, Factor Investing, Basilico and Johnsen, Academic Research Insight, Size Investing Research|
The Size Premium in Equity Markets: Where Is the Risk? [...]
Core Earnings: New Data and Evidence
By Jack Vogel, PhD|October 24th, 2019|Research Insights, AI and Machine Learning|
Researchers love novel datasets--it gives them a new set of [...]
Superstar Investors
By Wesley Gray, PhD|October 23rd, 2019|Research Insights, Basilico and Johnsen, Academic Research Insight, Value Investing Research|
Superstar Investors Brooks, Tsuji and VillalonJournal of Investing, February 2019A version [...]
The Quality Factor—What Exactly Is It?
By Larry Swedroe|October 22nd, 2019|Quality Investing, Factor Investing, Research Insights, Low Volatility Investing|
While the quality factor has been identified in the literature [...]
Active Share: Predictor of Future Performance or Urban Legend?
By Larry Swedroe|October 17th, 2019|Financial Planning, Factor Investing, Research Insights, Academic Research Insight, Active and Passive Investing|
The crowning achievement for investors is the ability to identify [...]
Boutique ETF Issuers Finally Get a Break!
By Ryan Kirlin|October 15th, 2019|Tax Efficient Investing, ETF Investing|
Lingchi is the Chinese term for the form of torture [...]
Crowded trades, asset centrality and predicting equity bubbles
By Tommi Johnsen, PhD|October 14th, 2019|Research Insights, Factor Investing, Basilico and Johnsen, Academic Research Insight|
Crowded Trades: Implications for Sector Rotation and Factor Timing William [...]
Using Firm Characteristics to Enhance Momentum Strategies
By Larry Swedroe|October 10th, 2019|Research Insights, Factor Investing, Momentum Investing Research|
Research into the momentum factor continues to demonstrate its persistence [...]
An Analysis of “Graham’s Net-Nets: Outdated or Outstanding?”
By Gaurang Merani, CPA|October 8th, 2019|Factor Investing, Research Insights, Value Investing Research|
James MontierA full version of this paper can be found [...]
A Framework for Creating Model Portfolios
By Wesley Gray, PhD|October 7th, 2019|Factor Investing, Research Insights, Basilico and Johnsen, Academic Research Insight, Tactical Asset Allocation Research|
Model Portfolios Basu, Gates, Karir and AngJournal of Wealth Management, [...]