Other Insights

//Other Insights

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 [...]

Reproducible Finance with R: Code Flows and Shiny Apps for Portfolio Analysis

By |2019-03-12T10:16:04-04:00March 12th, 2019|Book Reviews|

R is a programming language that owes it's lineage to S, a language designed in it's own developers words, "to turn ideas into software,  quickly and faithfully."[ref]Chambers, John M (1998). Programming with Data: A Guide [...]

Low Volatility Turnover with Value and Momentum

By |2019-03-11T10:56:52-04:00March 11th, 2019|Research Insights, Basilico and Johnsen, Academic Research Insight|

Low Volatility Needs Little Trading Pim van Vliet Journal of Portfolio Management A version of this paper can be found here Want to read our summaries of academic finance papers? Check out our Academic Research Insight [...]

Using Flexible Spending to Achieve Financial Goals

By |2019-03-04T08:04:31-04:00March 5th, 2019|Financial Planning, Guest Posts, Tactical Asset Allocation Research|

Financial planning and specifically portfolio "safe" withdrawal rates are often viewed and analyzed from the perspective of rigid rules that can't be broken - i.e., you will take an inflation adjusted 4% of starting portfolio [...]

Day of the Week Matters for Some Anomalies

By |2019-03-04T10:09:37-04:00March 4th, 2019|Basilico and Johnsen, Academic Research Insight|

Day of the Week and the Cross-Section of Returns Justin BirruJournal of Financial Economics, forthcomingA version of this paper can be found hereWant to read our summaries of academic finance papers? Check out our Academic Research Insight category [...]

Low Volatility Can Be Low Turnover

By |2019-02-25T08:57:46-04:00February 25th, 2019|Research Insights, Basilico and Johnsen, Low Volatility Investing|

Low Volatility Needs Little Trading Pim van Vliet Journal of Portfolio Management A version of this paper can be found here Want to read our summaries of academic finance papers? Check out our Academic Research Insight [...]

Public Hedge Funds and Their Performance

By |2019-02-19T08:32:29-04:00February 18th, 2019|Basilico and Johnsen, Academic Research Insight|

Public Hedge Funds Lin Sun and Melvyn TeoJournal of Financial Economics, forthcomingA version of this paper can be found hereWant to read our summaries of academic finance papers? Check out our Academic Research Insight category What are the [...]

How Risky are the Value and Size Premiums? Part 2/2 of Volatility Lessons

By |2019-02-15T09:30:11-04:00February 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 Analysts Journal A version of this paper can be found here Want to read our summaries of academic finance papers? Check out our Academic Research Insight [...]

The Smart Money Indicator: A New Risk Management Tool

By |2019-02-08T09:25:33-04:00February 8th, 2019|Research Insights, Trend Following, Guest Posts, Tactical Asset Allocation Research|

We have all heard the mantra, “You can’t time the market!” But in reality, investors attempt to do just that every day as part of their tactical asset allocation strategies, which are less extreme variants [...]

Manager Sentiment and Stock Returns

By |2019-02-04T11:43:16-04:00February 4th, 2019|Basilico and Johnsen, Academic Research Insight|

Manager Sentiment and Stock Returns Fuwei Jiang, Joshua Lee, Xiumin Martin, Guofu Zhou Journal of Financial Economics, forthcoming A version of this paper can be found here Want to read our summaries of academic finance papers? [...]

Size and Value in China

By |2019-01-28T00:05:53-04:00January 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 Yu YuanJournal of Financial EconomicsA version of this paper can be found here What are the research questions? China represents the world's second largest stock market [...]

“The Failure of Factor Investing was Predictable”

By |2019-02-04T13:02:58-04:00January 28th, 2019|Research Insights, Factor Investing, Larry Swedroe|

In a recent ETF column, Allan Roth listed five investment lessons. While I agreed with much of what he wrote, one claim—factor investing has “failed miserably”— called for examination of the facts. But first, a [...]

Rankings and Risk-Taking in the Finance Industry

By |2019-01-22T13:17:41-04:00January 22nd, 2019|Basilico and Johnsen, Academic Research Insight|

Rankings and Risk-Taking in the Finance Industry Michael Kirchler, Florian Lindner, and Utz WeitzelThe Journal of Finance, Fall 2018A version of this paper can be found hereWant to read our summaries of academic finance papers? Check [...]

Equity investing is Riskier than You Probably Expected

By |2019-01-18T11:56:43-04:00January 14th, 2019|Research Insights, Basilico and Johnsen, Academic Research Insight|

Volatility Lessons Eugene F. Fama and Kenneth R. French Financial Analysts Journal A version of this paper can be found here Want to read our summaries of academic finance papers? Check out our Academic Research Insight [...]

Herding and Mutual Fund Performance

By |2019-03-18T14:56:26-04:00January 7th, 2019|Basilico and Johnsen, Academic Research Insight|

Does Herding Behavior Reveal Skill? An Analysis of Mutual Fund Performance Hao Jiang and Michela VerardoThe Journal of Finance, Fall 2018A version of this paper can be found hereWant to read our summaries of academic finance [...]

#Women in Finance Know Stuff: A Conversation with Paola Cerchiello

By |2019-01-04T12:50:59-04:00January 4th, 2019|Women in Finance Know Stuff, Basilico and Johnsen, Interviews|

Today, we are interviewing someone from my  country and a pioneer of data science education in Italy: Paola Cerchiello, Senior Assistant Professor of Data Science at University of Pavia. The University of Pavia is one of [...]

Why and How Investors use ESG Information

By |2019-01-02T14:15:10-04:00January 2nd, 2019|Research Insights, Basilico and Johnsen, Academic Research Insight|

Why and How Investors Use ESG Information: Evidence from a Global Survey Amir Amel-Zadeh and George Serafeim Financial Analysts Journal A version of this paper can be found here Want to read our summaries of academic [...]

Discipline: A Necessary Condition for Successful Investing

By |2018-12-31T11:41:58-04:00December 31st, 2018|Research Insights, Larry Swedroe, Guest Posts, Behavioral Finance|

A good friend, Sherman Doll, related the following story. Sherman has been a two-line sport kite flier for years. While not a pro, he has learned a few tricks from observing the flying behavior of [...]

Warren Buffett is Wrong About Options (Except)

By |2018-12-28T14:34:33-04:00December 28th, 2018|Research Insights, Guest Posts, Tactical Asset Allocation Research|

Warren Buffett sold long-dated, deep out of the money puts in the years leading up to the financial crisis. In his 2008 Annual Letter to Shareholders, he explained: I believe each contract we own was [...]

Is Active Alpha Enough to Cover Taxes?

By |2019-01-04T10:41:33-04:00December 26th, 2018|Research Insights, Larry Swedroe, Tax Efficient Investing|

Each time S&P Dow Jones Indices publishes its latest Active Versus Passive Scorecard, the persistent failure of the vast majority of actively managed funds to outperform is highlighted. The evidence on this failure led Charles [...]

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