Other Insights

//Other Insights

#Women in Finance Know Stuff: A Conversation with Perth Tolle

By |2019-05-24T08:39:46-04:00May 24th, 2019|Women in Finance Know Stuff, Basilico and Johnsen, Interviews|

Today, we are interviewing Perth Tolle, Founder and CEO of Life and Liberty Indexes, a provider of the world's first freedom-weighted Indices. I met Perth during the first Alpha Architect Democratize Quant conference in Spring [...]

Volatility Targeting Improves Risk-Adjusted Returns

By |2019-05-21T13:18:18-04:00May 22nd, 2019|Research Insights, Larry Swedroe, Other Insights, Low Volatility Investing, Tactical Asset Allocation Research|

There’s a large body of research, including the 2017 study “Tail Risk Mitigation with Managed Volatility Strategies” by Anna Dreyer and Stefan Hubrich, that demonstrates that, while past returns do not predict future returns, past [...]

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 [...]

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 [...]

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 [...]

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 [...]

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 [...]

Aggregate Investor Confidence in the Stock Market

By |2019-04-15T08:50:30-04:00April 15th, 2019|Basilico and Johnsen, Academic Research Insight, Behavioral Finance|

Aggregate Investor Confidence in the Stock Market Christoph Meier Journal of Behavioral Finance, 2018 A version of this paper can be found here Want to read our summaries of academic finance papers? Check out our Academic Research [...]

Investment Strategy in an Uncertain World

By |2019-04-02T08:28:43-04:00April 11th, 2019|Research Insights, Larry Swedroe, Academic Research Insight, Tactical Asset Allocation Research|

In 1921, University of Chicago Professor Frank Knight wrote the classic book “Risk, Uncertainty, and Profit.” An article from the Library of Economics and Liberty described Knight’s definitions of risk and uncertainty as follows: Risk [...]

Distracted Institutional Investors

By |2019-04-02T08:33:58-04:00April 8th, 2019|Basilico and Johnsen, Academic Research Insight|

Distracted Institutional Investors Daniel Schmidt Journal of Financial and Quantitative Analysis, forthcoming A version of this paper can be found here Want to read our summaries of academic finance papers? Check out our Academic Research Insight category What [...]

The Momentum of News

By |2019-04-02T08:12:09-04:00April 4th, 2019|Research Insights, Larry Swedroe, Momentum Investing Research|

Since the development of the capital asset pricing model (CAPM) in the 1960s, hundreds of anomalies (what John Cochrane famously called a “zoo of new factors”) have been uncovered in the cross-section of stock returns. [...]

Short Selling + Insider Selling = Bad News

By |2019-04-01T11:20:54-04:00April 1st, 2019|Research Insights, Basilico and Johnsen, Academic Research Insight|

Do Short Sellers Trade on Private Information or False Information? Amiyatosh Purnanandam and H. Nejat Seyhun Journal of Financial and Quantitative Analysis A version of this paper can be found here Want to read our summaries [...]

Book Review: Your Complete Guide to a Successful and Secure Retirement

By |2019-03-25T12:16:07-04:00March 28th, 2019|Research Insights, Book Reviews, Other Insights|

If you are looking for an applied framework for tackling the topic of financial planning, you should read Your Complete Guide to a Successful and Secure Retirement, by Larry Swedroe and Kevin Grogan. This book [...]

Women In ETFs Fireside Chat: Event Video Footage

By |2019-03-25T10:30:49-04:00March 25th, 2019|Compound Your Knowledge, Podcasts and Video, Women in Finance Know Stuff, Media, Interviews|

We were honored when Lauren Davis asked if we would host the Women in ETFs event at AA Global Headquarters (i.e. my house). The event was jam packed and we had 60+ people in attendance. [...]

Why the Size Premium Should Persist

By |2019-03-19T14:08:06-04:00March 20th, 2019|Research Insights, Factor Investing, Larry Swedroe, Size Investing Research|

As the chief research officer for Buckingham Strategic Wealth and The BAM Alliance, I’m often asked, after any asset class or factor experiences a period of poor performance, if the historical outperformance of stocks with [...]

Industry Insiders Can Outperform the Market

By |2019-03-18T10:16:07-04:00March 18th, 2019|Basilico and Johnsen, Academic Research Insight|

Industry Familiarity and Trading: Evidence from the Personal Portfolios of Industry Insiders Itzhak Ben-David, Justin Birru and Andrea Rossi Journal of Financial Economics, forthcoming A version of this paper can be found here Want to read our [...]

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