Research Insights

//Research Insights

Compound Your Knowledge Ep. 13: Opp. Zone Investments, Hiring Losers, & Short Selling w/Insider Buying

By |2019-06-18T09:04:22-04:00May 21st, 2019|Compound Your Knowledge, Research Insights, Podcasts and Video, Media, Tax Efficient Investing|

In this week's video, we examine three articles. The first article, written by Adam Tkaczuk, covers a method to make an opportunity zone (equity) investment behave more like a bond. The second article, written by Larry [...]

Volatility Anomalies: IVOL and Vol-of-Vol

By |2019-05-21T11:53:51-04:00May 21st, 2019|Research Insights, Factor Investing, Larry Swedroe, Low Volatility Investing|

Two of the more interesting puzzles in finance are related to volatility—stocks with greater idiosyncratic volatility (IVOL) have produced lower returns and stocks with high uncertainty about risk, as measured by the volatility of expected [...]

Things to Consider for ESG Portfolio Construction

By |2019-05-20T10:46:26-04:00May 20th, 2019|ESG, Research Insights, Basilico and Johnsen, Academic Research Insight|

A Guide to ESG Portfolio Construction Michael Branch, Lisa R. Goldberg and Pete HandJournal of Portfolio ManagementA version of this paper can be found hereWant to read our summaries of academic finance papers? Check out our [...]

Structuring Lower Risk Opportunity Zone Investments

By |2019-05-15T10:46:48-04:00May 16th, 2019|Financial Planning, Research Insights, Guest Posts, Tax Efficient Investing|

The tax benefits of the new Opportunity Zone program are potentially phenomenal. However, when you dig into the details of the program you quickly realize that many of the investment options are typically higher-risk and [...]

The Folly of Hiring Winners and Firing Losers

By |2019-05-13T11:43:51-04:00May 14th, 2019|Research Insights, Behavioral Finance|

One of the mistakes that prevent investors from achieving their goals is that when it comes to evaluating investments and investment strategies most think that three years is a long time, five years a very [...]

Compound Your Knowledge Ep. 12: Tax-Managed Strategies & Stocks Above 10x Sales

By |2019-06-18T09:04:22-04:00May 13th, 2019|Compound Your Knowledge, Research Insights, Factor Investing, Podcasts and Video, Media|

In this week's episode, we cover two articles. The first article, summarized by Tommi, examines the performance of tax-managed factor strategies. The second article examines the performance of systematically purchasing stocks trading above 10x their [...]

Short Selling + Insider Selling = Profitable Strategy?

By |2019-05-13T09:51:38-04:00May 13th, 2019|Research Insights, Basilico and Johnsen, Academic Research Insight|

When Short Sellers and Corporate Insiders Agree on Stock Pricing Chune Young Chung, Hong Kee Sul, and Kainan WangJournal of Portfolio ManagementA version of this paper can be found hereWant to read our summaries of academic [...]

Buying Stocks Trading Above 10x Sales–A Good Idea?

By |2019-05-09T08:42:20-04:00May 9th, 2019|Research Insights, Factor Investing, Value Investing Research|

Early last week, Meb Faber included me on a conversation on buying stocks trading at 10x their company's revenue (sales). Is this a good idea and how did it do in the past? Given that [...]

Tax-Managed Factor Strategies

By |2019-05-06T08:21:42-04:00May 6th, 2019|Research Insights, Basilico and Johnsen, Academic Research Insight, Tax Efficient Investing|

Tax-Managed Factor Strategies Lisa R. Goldberg , Pete Hand , and Taotao CaiFinancial Analysts JournalA version of this paper can be found hereWant to read our summaries of academic finance papers? Check out our Academic Research [...]

Compound Your Knowledge Ep. 11: ETFs, Manager Wealth, TLH, Value

By |2019-06-18T09:04:23-04:00May 6th, 2019|Compound Your Knowledge, Research Insights, Factor Investing, Podcasts and Video, Media|

In this week's episode, we cover four articles published on our site. The first article, written by Ryan, examines the growth in assets of ETFs and Mutual Funds. The second article, summarized by Elisabetta, examines [...]

Deep Dive into the Value Factor

By |2019-04-30T09:25:03-04:00May 2nd, 2019|Research Insights, Factor Investing, Larry Swedroe, Value Investing Research|

The financial equivalent of the famous Miller Lite, “tastes great, less filling” debate is the debate between traditional financial economics which uses risk theories to explain asset pricing and the newer behavioral finance field that [...]

DIY Asset Allocation Weights: May 2019

By |2019-05-01T12:55:31-04:00May 1st, 2019|Index Updates, Research Insights, Trend Following, Tool Updates|

Do-It-Yourself tactical asset allocation weights for the Robust Asset Allocation Index are posted here. (Note: free registration required) Request a free account here if you want to access the site directly. Exposure Highlights (bold implies [...]

All About ETFs with The 15 Minute Financial Advisor (Ryan & Mike)

By |2019-04-30T14:45:33-04:00May 1st, 2019|Factor Investing, Podcasts and Video|

Here is a link to our podcast on "The 15 Minute Financial Advisor" Show: Ryan Kirlin knows ETFs. He used to work at the New York Stock Exchange, helping ETF companies launch their funds on [...]

Compound Your Knowledge Episode 10: Factor Investing & Hedge Fund Performance

By |2019-06-18T09:04:24-04:00May 1st, 2019|Compound Your Knowledge, Research Insights, Factor Investing, Podcasts and Video, Media|

In this week's video, we discuss three posts. The first post discusses the new index analysis section on our site. The second post, written by Tommi, uses Hedge Funds' past performance to identify if one [...]

Fund Management: The Poor Beat the Rich

By |2019-04-29T09:00:40-04:00April 29th, 2019|Basilico and Johnsen, Academic Research Insight, Corporate Governance|

Family Descent as a Signal of Managerial Quality: Evidence from Mutual Funds Oleg Chuprinin and Denis Sosyura Review of Financial Studies, 2018 A version of this paper can be found here Want to read our summaries of academic [...]

Buyer Beware: The Reality of Tax-Loss Harvesting Benefits

By |2019-04-29T10:06:57-04:00April 26th, 2019|Research Insights, Guest Posts, Tactical Asset Allocation Research, Tax Efficient Investing|

Executive Summary • Tax loss harvesting is widely promoted, but we think the benefits are generally misunderstood and often overstated.[ref]a recent paper highlighted by Wes on twitter comes to a similar conclusion. Here is a [...]

Only Hedge Fund Winners in Tough Times Show Skill

By |2019-04-22T12:16:50-04:00April 22nd, 2019|Research Insights, Basilico and Johnsen, Academic Research Insight|

Only Winners in Tough Times Repeat: Hedge Fund Performance Persistence over Different Market Conditions Zheng Sun, Ashley W. Wang, and Lu Zheng Journal of Financial and Quantitative Analysis A version of this paper can be [...]

Compound Your Knowledge Episode 9: Investor Confidence & Issues with Factor Investing

By |2019-06-18T09:04:24-04:00April 22nd, 2019|Compound Your Knowledge, Research Insights, Factor Investing, Podcasts and Video, Media, Behavioral Finance|

In this week's post, we discuss two posts. The first post, written by Elisabetta, examines a new method attempting to directly measure aggregate investor overconfidence. The second post, written by Larry Swedroe, examines issues that [...]

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