How Risky are the Value and Size Premiums? Part 2/2 of Volatility Lessons
By Tommi Johnsen, PhD|February 11th, 2019|Research Insights, Basilico and Johnsen, Academic Research Insight, Value Investing Research, Size Investing Research|
Volatility Lessons Eugene F. Fama and Kenneth R. French Financial [...]
The Smart Money Indicator: A New Risk Management Tool
By Raymond Micaletti|February 8th, 2019|Research Insights, Trend Following, Guest Posts, Tactical Asset Allocation Research|
We have all heard the mantra, “You can’t time the [...]
Does Financial Education Actually Improve Outcomes? It’s Complicated.
By Rich Shaner, CFA|February 5th, 2019|Research Insights, Investor Education|
The Causal Mechanism of Financial Education: Evidence from Mediation Analysis [...]
Manager Sentiment and Stock Returns
By Wesley Gray, PhD|February 4th, 2019|Basilico and Johnsen, Academic Research Insight|
Manager Sentiment and Stock Returns Fuwei Jiang, Joshua Lee, Xiumin [...]
DIY Asset Allocation Weights: February 2019
By Wesley Gray, PhD|February 4th, 2019|Index Updates, Tool Updates|
Do-It-Yourself tactical asset allocation weights for the Robust Asset Allocation [...]
Compound Your Knowledge: Episode 3–Factor Failure, China, EBITDA
By Jack Vogel, PhD|February 1st, 2019|Compound Your Knowledge, Podcasts and Video, Factor Investing, Research Insights, Media|
In today's video, we examine three posts. First, we examine [...]
Size and Value in China
By Wesley Gray, PhD|January 31st, 2019|Research Insights, Guest Posts, Academic Research Insight, Value Investing Research, Size Investing Research|
Size and Value in China Jianan Liu, Rob Stambaugh, and [...]
EBITDA, EBITDA, EBITDA…that’s all, folks!
By Doug Pugliese|January 29th, 2019|Research Insights, Value Investing Research|
Value investing practitioners and academics have long studied the enterprise [...]
“The Failure of Factor Investing was Predictable”
By Larry Swedroe|January 28th, 2019|Larry Swedroe, Factor Investing, Research Insights|
In a recent ETF column, Allan Roth listed five investment [...]
Compound Your Knowledge: Episode 2–ESOPs, Factors, Incentives
By Jack Vogel, PhD|January 25th, 2019|Compound Your Knowledge, Podcasts and Video, Factor Investing, Research Insights, Media, 1042 QRP Solutions|
In today's video, we examine three posts. First, we examine [...]