Large-Cap Price-to-Book Investing: What is Dead May Never Die
By Andrew Miller|June 25th, 2019|Guest Posts, Value Investing Research, Size Investing Research|
In the great book and series Game of Thrones, the [...]
Curious Investor Podcast (Wes Gray)
By Wesley Gray, PhD|June 21st, 2019|Podcasts and Video, Factor Investing|
Here is a link to our podcast on "The Curious [...]
The Curse of Popularity
By Larry Swedroe|June 20th, 2019|Larry Swedroe, Research Insights, Academic Research Insight, Behavioral Finance|
We can define popularity as the condition of being admired, [...]
Factor Investing Research On Steroids
By Wesley Gray, PhD|June 18th, 2019|Quality Investing, Factor Investing, Value Investing Research, Momentum Investing Research, Low Volatility Investing|
Factor Premia and Factor Timing: A Century of Evidence Antti [...]
Meb Faber Podcast: Trust The Process (Jack Vogel)
By Wesley Gray, PhD|June 18th, 2019|Podcasts and Video, Factor Investing|
Here is a link to our podcast on "The Meb [...]
Fama French Factors and ESG: The Good Minus Bad Factor
By Tommi Johnsen, PhD|June 17th, 2019|ESG, Research Insights, Basilico and Johnsen, Academic Research Insight|
Integrating ESG in Portfolio Construction Roy Henriksson, Joshua Livnat, Patrick [...]
Does Leverage Explain the Investment Premium?
By Larry Swedroe|June 13th, 2019|Research Insights, Factor Investing, Larry Swedroe, Other Insights|
Research demonstrates that the investment factor has explanatory power for [...]
Value Factor Valuations Over Time: US and Developed
By Wesley Gray, PhD|June 11th, 2019|Factor Investing, Research Insights, Value Investing Research|
We built a simple tool recently to review so-called value [...]
The Cross-Section of Emerging Market Stock Returns
By Rich Shaner, CFA|June 11th, 2019|Research Insights, Value Investing Research, Momentum Investing Research|
Matthias x. Hanauer, Jochim G. LauterbachA version of this paper [...]
Compound Your Knowledge Ep. 15: Factor Momentum, Value, & Equity Comp
By Jack Vogel, PhD|June 11th, 2019|Compound Your Knowledge, Podcasts and Video, Factor Investing, Research Insights, Media|
In this week's post, I discuss three papers. The first [...]