Academic Insights & Research Blog

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Machine Learning and Investing: Forecasting Fundamentals w/ Ensembles

By Steven Downey|May 13th, 2020|Research Insights, Guest Posts, Academic Research Insight, AI and Machine Learning|

Skulls, Financial Turbulence and Risk Management

By Wesley Gray, PhD|May 11th, 2020|Volatility (e.g., VIX), Research Insights, Basilico and Johnsen, Academic Research Insight|

Absolute Value Versus Relative Value: A Quick Note on the Value Debate

By Wesley Gray, PhD|May 11th, 2020|Factor Investing, Value Investing Research|

The Size Effect in Multifactor Portfolios

By Larry Swedroe|May 7th, 2020|Research Insights, Size Investing Research|

Cheap vs. Expensive Factors: Does Valuation Matter for Future Returns?

By Nicolas Rabener|May 5th, 2020|Research Insights, Factor Investing, Guest Posts, Value Investing Research, Momentum Investing Research, Low Volatility Investing|

Why Passively Investing in Active Methods May Not Work.

By Tommi Johnsen, PhD|May 4th, 2020|Research Insights, Basilico and Johnsen, Academic Research Insight, Active and Passive Investing|

DIY Asset Allocation Weights: May 2020

By Ryan Kirlin|May 4th, 2020|Index Updates, Research Insights, Tool Updates, Tactical Asset Allocation Research|

What’s the Story Behind EBIT/TEV?

By Ryan Kirlin|May 1st, 2020|Best of Factor Investing, Factor Investing, Research Insights, Key Research, Value Investing Research|

Ways to Measure Extreme Downside Risk

By Wesley Gray, PhD|April 27th, 2020|Crisis Alpha, Research Insights, Basilico and Johnsen, Academic Research Insight|

Trend Following is Everywhere

By Larry Swedroe|April 23rd, 2020|Larry Swedroe, Factor Investing, Research Insights, Trend Following|

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