Industry Insiders Can Outperform the Market
By Wesley Gray, PhD|March 18th, 2019|Basilico and Johnsen, Academic Research Insight|
Industry Familiarity and Trading: Evidence from the Personal Portfolios of [...]
Factor Investing in Practice
By Wesley Gray, PhD|March 14th, 2019|Factor Investing, Research Insights, Academic Research Insight, Value Investing Research, Size Investing Research|
Factor Investing from Concept to Implementation Eduard van Gelderen, Joop [...]
Reproducible Finance with R: Code Flows and Shiny Apps for Portfolio Analysis
By Jack Vogel, PhD|March 12th, 2019|Book Reviews|
R is a programming language that owes it's lineage to [...]
Low Volatility Turnover with Value and Momentum
By Tommi Johnsen, PhD|March 11th, 2019|Research Insights, Basilico and Johnsen, Academic Research Insight|
Low Volatility Needs Little Trading Pim van Vliet Journal of [...]
Seven Centuries of Commodity Reversals
By Mikhail Samonov|March 8th, 2019|Research Insights, Factor Investing, Managed Futures Research|
Seven Centuries of Commodity Reversals Adam Zaremba, Robert Bianchi, and [...]
Sector Business Cycle Analysis
By Matthew Bartolini|March 7th, 2019|Research Insights, Tactical Asset Allocation Research, Macroeconomics Research|
There are different investment approaches to identify sector winners and [...]
Using Flexible Spending to Achieve Financial Goals
By Andrew Miller|March 5th, 2019|Financial Planning, Guest Posts, Tactical Asset Allocation Research|
Financial planning and specifically portfolio "safe" withdrawal rates are often [...]
Day of the Week Matters for Some Anomalies
By Wesley Gray, PhD|March 4th, 2019|Basilico and Johnsen, Academic Research Insight|
Day of the Week and the Cross-Section of Returns Justin [...]
DIY Asset Allocation Weights: March 2019
By Jack Vogel, PhD|March 1st, 2019|Research Insights|
Do-It-Yourself tactical asset allocation weights for the Robust Asset Allocation [...]
Four Important ETF Industry Developments
By Ryan Kirlin|February 27th, 2019|Research Insights|
After a record breaking year for ETF flows in 2017 [...]