Do Big Value Spreads Mean Big Returns to Value Strategies?

By |October 11th, 2021|Research Insights, Basilico and Johnsen, Academic Research Insight, Value Investing Research|

Deep Value Cliff Asness, John Liew, Lasse Heje Pedersen, and Ashwin ThaparJournal of Portfolio ManagementA version of this paper can be found hereWant to read our summaries of academic finance papers? Check out our Academic Research [...]

Studying Financial Idea “Infection Rates”

By |October 4th, 2021|Research Insights, Basilico and Johnsen, Academic Research Insight, Behavioral Finance|

The rate of communication Huang, Hwang and LouJournal of Financial Economics, 2021A 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 [...]

Macro risks and the term structure of interest rates

By |September 27th, 2021|Research Insights, Basilico and Johnsen, Academic Research Insight, Fixed Income, Macroeconomics Research|

Macro risks and the term structure of interest rates Bekaert, Engstrom, ErmolovJournal of Financial Economics, 2021A version of this paper can be found hereWant to read our summaries of academic finance papers? Check out our Academic Research [...]

ESG Ratings are Noisy. Buyer Beware.

By |September 20th, 2021|ESG, Research Insights, Basilico and Johnsen, Academic Research Insight|

Aggregate Confusion: The divergence of ESG ratings Florian Berg, Julian F. Koelbel, and Roberto RigobonMIT Working PaperA version of this paper can be found hereWant to read our summaries of academic finance papers? Check out our [...]

Impact Investing: When Finance Meets Psycology

By |September 13th, 2021|ESG, Research Insights, Basilico and Johnsen, Academic Research Insight, Behavioral Finance|

Impact Investing: Killing Two Birds with One Stone? Caseau and GrolleauFinancial Analyst Journal, 2020A version of this paper can be found hereWant to read our summaries of academic finance papers? Check out our Academic Research Insight category What [...]

Do Cryptocurrencies Improve Portfolio Diversification?

By |September 7th, 2021|Crypto, Research Insights, Basilico and Johnsen, Academic Research Insight, Tactical Asset Allocation Research|

The Role of Cryptocurrencies in Investor Portfolios Megan Czasonis, Mark Kritzman, Baykan Pamir, and David TurkingtonMIT Sloan School Working Paper 6418-21A version of this paper can be found hereWant to read our summaries of academic finance [...]

Mutual Funds: Negative $125B in Value-Add?

By |August 31st, 2021|Research Insights, Basilico and Johnsen, Academic Research Insight, Other Insights, Active and Passive Investing|

The Persistence of Fee Dispersion among Mutual Funds Cooper, Halling and YangReview of Finance, 2021A version of this paper can be found hereWant to read our summaries of academic finance papers? Check out our Academic Research Insight category [...]

The Value Premium Might be Smaller Than We Originally Thought

By |August 24th, 2021|Research Insights, Factor Investing, Basilico and Johnsen, Academic Research Insight, Value Investing Research|

Is the Value Premium Smaller Than We Thought? Mathias HaslerSSRN Working PaperA version of this paper can be found hereWant to read our summaries of academic finance papers? Check out our Academic Research Insight category What [...]

Financial Media, Price Discovery, and Merger Arbitrage

By |August 16th, 2021|Event Driven Investing, Research Insights, Basilico and Johnsen, Academic Research Insight, Machine Learning|

Financial Media, Price Discovery, and Merger Arbitrage Buehlmaier and ZechnerReview of Finance, 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 [...]

Disentangling measures of carbon risk

By |August 9th, 2021|ESG, Research Insights, Basilico and Johnsen, Academic Research Insight|

Decarbonizing Everything Alexander Cheema-Fox, Bridget Realmuto LaPerla, George Serafeim, David Turkington, & Hui (Stacie) WangFinancial Analysts JournalA version of this paper can be found hereWant to read our summaries of academic finance papers? Check out our [...]

Factor Investing and International Markets

By |August 2nd, 2021|Research Insights, Factor Investing, Basilico and Johnsen, Academic Research Insight|

Factors and Risk Premia in Individual International Stock Returns Geert Bekaert, Eric Engstrom and Andrey ErmolovJournal of Financial Economics, 2021A version of this paper can be found hereWant to read our summaries of academic finance papers? [...]

Board Diversity and Innovation: International Evidence

By |July 26th, 2021|ESG, Research Insights, Basilico and Johnsen, Academic Research Insight, Corporate Governance|

Board Gender Diversity and Corporate Innovation: International Evidence Dale Griffin , Kai Li , and Ting XuJournal of Financial and Quantitative AnalysisA version of this paper can be found hereWant to read our summaries of academic [...]

Factor Investing in Sovereign Bond Markets: 221 years of evidence!

By |July 19th, 2021|Research Insights, Factor Investing, Basilico and Johnsen, Academic Research Insight, Fixed Income, Value Investing Research, Momentum Investing Research|

Factor Investing in Sovereign Bond Markets: Deep Sample Evidence Baltussen, Martens and Penningaworking paper, 2021A version of this paper can be found hereWant to read our summaries of academic finance papers? Check out our Academic Research Insight category [...]

Maximize ESG exposure or screen out sin stocks?

By |July 12th, 2021|ESG, Empirical Methods, Research Insights, Basilico and Johnsen, Academic Research Insight|

Optimal Strategies for ESG Portfolios Fabio Alessandrini and Eric JondeauJournal of Portfolio ManagementA version of this paper can be found hereWant to read our summaries of academic finance papers? Check out our Academic Research Insight category [...]

The Different Types of ESG Investors

By |July 6th, 2021|ESG, Research Insights, Basilico and Johnsen, Academic Research Insight|

ESG as Waving Banners and as Pulling Plows Meir StatmanJournal of Portfolio Management, 2020A version of this paper can be found hereWant to read our summaries of academic finance papers? Check out our Academic Research Insight category What [...]

Can Investors Beat Active Mutual Funds with Cheap ETFs, YUP!

By |June 28th, 2021|Research Insights, Basilico and Johnsen, Academic Research Insight, Active and Passive Investing, ETF Investing|

Are Passive Funds Really Superior Investments? AnInvestor Perspective Edwin J. Elton, Martin J. Gruber & Andre de SouzaFinancial Analysts Journal A version of this paper can be found hereWant to read our summaries of academic finance [...]

Factors Timing is a Difficult Practice

By |June 21st, 2021|Research Insights, Factor Investing, Basilico and Johnsen, Academic Research Insight, Tactical Asset Allocation Research|

Factor Exposure Variation and Mutual Fund Performance Ammann, Fischer and WeigertFinancial Analyst Journal, 2020A version of this paper can be found hereWant to read our summaries of academic finance papers? Check out our Academic Research Insight category What [...]

Can Hedge Funds Successfully Time Factors?

By |June 14th, 2021|Research Insights, Factor Investing, Basilico and Johnsen, Academic Research Insight, Tactical Asset Allocation Research|

Timing is money: The factor timing ability of hedge fund managers Albert Jakob Osinga, Marc B.J. Schauten, Remco C.J. ZwinkelsJournal of Empirical FinanceA version of this paper can be found hereWant to read our summaries of [...]

Still Using Book to Market for a Value Metric? Read This.

By |June 7th, 2021|Research Insights, Factor Investing, Basilico and Johnsen, Academic Research Insight, Value Investing Research|

Going by the Book: Valuation Ratios and Stock Returns Choi, So and WangWorking Paper, 2021A version of this paper can be found here.Want to read our summaries of academic finance papers? Check out our Academic Research Insight category [...]

Get Green or Die Trying?

By |June 1st, 2021|ESG, Research Insights, Basilico and Johnsen, Academic Research Insight|

Get Green or Die Trying? Carbon Risk Integration into Portfolio Management Maximilian Görgen, Andrea Jacob, and Martin NerlingerJournal of Portfolio ManagementA version of this paper can be found hereWant to read our summaries of academic finance [...]

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