Size Investing Research

///Size Investing Research

Chinese Market Anomalies – The Factor Killer?

By | 2017-08-18T17:08:10+00:00 May 12th, 2017|Value Investing Research, Momentum Investing Research, Size Investing Research, Active and Passive Investing|

The Oracle of Omaha just commented on the Chinese stock market in this year's Berkshire's annual meeting: ...Markets have a casino characteristic that has a lot of appeal to people, particularly when they see people [...]

Will ETFs Destroy Factor Investing? Nope.

By | 2017-08-18T16:52:04+00:00 February 17th, 2017|Factor Investing, Research Insights, Guest Posts, Value Investing Research, Momentum Investing Research, Low Volatility Investing, Size Investing Research|

One of the popular investing truisms is the following (inspired by Bill Sharpe): For somebody to beat the market (win) someone else has to lag the market (lose). This becomes an even more daunting (efficient [...]

Factor Investing is More Art, and Less Science

By | 2017-08-18T17:05:14+00:00 February 3rd, 2017|Factor Investing, Research Insights, Key Research, Value Investing Research, Momentum Investing Research, Size Investing Research|

Albert Einstein is reported to have said the following: The more I learn, the more I realize how much I don’t know. I can relate. Having studied finance for a long time (PhD, professor, books, [...]

An interesting look at the size anomaly

By | 2017-08-18T17:10:36+00:00 November 4th, 2015|Uncategorized, Size Investing Research|

Many of you are probably aware of the paper from AQR entitled, "Size Matters: When you control for your junk." We loved the title so much we considered it one of our Top 5 Geeky, [...]

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