Basilico and Johnsen

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Are Early Stage Investors Biased Against Women?

By |2019-11-11T07:59:16-05:00November 11th, 2019|Research Insights, Basilico and Johnsen, Academic Research Insight, Corporate Governance|

Are Early Stage Investors Biased Against Women? Michael Ewens and Richard TownsendJournal 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 [...]

Costs and Benefits of ESG investing

By |2019-11-04T12:40:18-05:00November 4th, 2019|ESG, Research Insights, Factor Investing, Basilico and Johnsen, Academic Research Insight|

Responsible Investing: The Environmental, Social, and Governance (ESG) - Efficient Frontier Lasse Heje Pedersen, Shaun Fitzgibbons, and Lukasz PomorskiWorking PaperA version of this paper can be found hereWant to read our summaries of academic finance papers? [...]

Liquidity might be a better proxy for Size in equity markets

By |2019-10-28T12:35:08-05:00October 28th, 2019|Research Insights, Factor Investing, Basilico and Johnsen, Academic Research Insight, Size Investing Research|

The Size Premium in Equity Markets: Where Is the Risk? Stefano Ciliberti, Emmanuel Sérié, Guillaume Simon, Yves Lempérière, and Jean-Philippe BouchaudJournal of Portfolio ManagementA version of this paper can be found hereWant to read our summaries [...]

Superstar Investors

By |2019-10-22T09:34:11-05:00October 23rd, 2019|Research Insights, Basilico and Johnsen, Academic Research Insight, Value Investing Research|

Superstar Investors Brooks, Tsuji and VillalonJournal of Investing, February 2019A 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 Research Questions? Many [...]

Crowded trades, asset centrality and predicting equity bubbles

By |2019-10-14T08:55:58-05:00October 14th, 2019|Research Insights, Factor Investing, Basilico and Johnsen, Academic Research Insight|

Crowded Trades: Implications for Sector Rotation and Factor Timing William Kinlaw, Mark Kritzman, and David TurkingtonJournal of Portfolio ManagementA version of this paper can be found hereWant to read our summaries of academic finance papers? Check [...]

A Framework for Creating Model Portfolios

By |2019-10-07T10:07:25-05:00October 7th, 2019|Research Insights, Factor Investing, Basilico and Johnsen, Academic Research Insight, Tactical Asset Allocation Research|

Model Portfolios Basu, Gates, Karir and AngJournal of Wealth Management, Spring 2019A version of the paper can be found here Want to read our summaries of academic finance papers? Check out our Academic Research Insight category What [...]

Quality: Independent attributes or a real factor?

By |2019-09-30T15:23:19-05:00September 30th, 2019|Quality Investing, Research Insights, Factor Investing, Basilico and Johnsen, Academic Research Insight|

What is Quality? Jason Hsu , Vitali Kalesnik , and Engin Kose Financial Analysts JournalA version of this paper can be found hereWant to read our summaries of academic finance papers? Check out our Academic Research [...]

Technological Links and Predictable Returns

By |2019-09-23T12:30:16-05:00September 23rd, 2019|Basilico and Johnsen, Academic Research Insight|

Technological Links and Predictable Returns Charles Lee, Stephen Sun, Rongfei Wang and Ran ZhangJournal of Financial Economics, forthcomingA version of this paper can be found hereWant to read our summaries of academic finance papers? Check out [...]

The Failure of Value Investing explained

By |2019-09-16T11:35:38-05:00September 16th, 2019|Research Insights, Factor Investing, Basilico and Johnsen, Academic Research Insight, Value Investing Research|

Explaining the Demise of Value Investing Baruch Lev and Anup Srivastava A version of this paper can be found hereWant to read our summaries of academic finance papers? Check out our Academic Research Insight category What [...]

Spending Policies in a Low Return Environment

By |2019-09-04T07:56:34-05:00September 9th, 2019|Financial Planning, Research Insights, Basilico and Johnsen, Academic Research Insight|

Evaluating Spending Policies in a Low Return Environment Peng Wang,  Laura Chapman, Steven Peterson, and Jon SpinneyFinancial Analyst Journal, Fall 2018A version of this paper can be found hereWant to read our summaries of academic finance papers? [...]

Crisis proof your portfolio: part 2/2

By |2019-09-03T09:35:34-05:00September 3rd, 2019|Quality Investing, Research Insights, Factor Investing, Basilico and Johnsen, Academic Research Insight, Active and Passive Investing|

The Best of Strategies for the Worst of Times: Can Portfolios Be Crisis Proofed? Campbell R. Harvey, Edward Hoyle, Sandy Rattray, Matthew Sargaison, Dan Taylor, and Otto Van HemertThe Journal of Portfolio ManagementA version of [...]

Social Media, News Based Sentiment, and Market Timing

By |2019-08-26T08:32:29-05:00August 26th, 2019|Basilico and Johnsen, Academic Research Insight|

Does Social Media Trump News? The Relative Importance of Social Media and News Based Sentiment for Market Timing Stan BeckersJournal of Portfolio Management, Winter 2019A version of this paper can be found hereWant to read our [...]

Crisis Proof Your Portfolio: part 1/2

By |2019-08-20T11:00:42-05:00August 20th, 2019|Quality Investing, Crisis Alpha, Research Insights, Factor Investing, Basilico and Johnsen, Academic Research Insight, Active and Passive Investing|

The Best of Strategies for the Worst of Times: Can Portfolios Be Crisis Proofed? Campbell R. Harvey, Edward Hoyle, Sandy Rattray, Matthew Sargaison, Dan Taylor, and Otto Van HemertThe Journal of Portfolio ManagementA version of [...]

No Skill? Well, Active Share Won’t Save You!

By |2019-07-28T12:26:24-05:00August 5th, 2019|Research Insights, Basilico and Johnsen, Academic Research Insight, Active and Passive Investing|

Is High Active Share Always Good? Giuliano De Rossi and Gurvinder BrarThe Journal of Asset ManagementA version of this paper can be found hereWant to read our summaries of academic finance papers? Check out our Academic [...]

Financial Advice and Bank Profits

By |2019-07-31T09:29:34-05:00July 29th, 2019|Basilico and Johnsen, Academic Research Insight, Corporate Governance|

Financial Advice and Bank Profits Daniel Hoechle, Stefan Ruenzi,Nic Schaub, Markus Schmid Review of Financial Studies, November 2018 Versions of this paper can be found here and here. Want to read our summaries of academic finance papers? [...]

Research on the Financial Performance of Collectibles

By |2019-07-22T12:41:52-05:00July 22nd, 2019|Basilico and Johnsen, Academic Research Insight|

When Rationality Meets Passion: on the Financial Performance of Collectibles Philippe Masset and Jean-Philippe WeisskopfJournal of Alternative Investments, Fall 2018A version of this paper can be found hereWant to read our summaries of academic finance papers? Check [...]

Pathetic Protection via Protective Puts

By |2019-07-12T13:14:02-05:00July 15th, 2019|Crisis Alpha, Factor Investing, Basilico and Johnsen, Academic Research Insight, Managed Futures Research|

Pathetic Protection: the Elusive Benefits of Protective Puts Roni IsraelovJournal of Alternative Investments, Winter 2019A 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 [...]

Fact, Fiction, and the Size Effect

By |2019-07-07T11:21:15-05:00July 8th, 2019|Factor Investing, Basilico and Johnsen, Academic Research Insight, Size Investing Research|

Fact, Fiction and the Size Effect Ron Alquist, Ronen Israel, And Tobias MoskowitzJournal of Portfolio Management, 2018A version of this paper can be found hereWant to read our summaries of academic finance papers? Check out our Academic [...]

Debunking myths about stock buybacks

By |2019-06-28T09:10:06-05:00July 1st, 2019|Research Insights, Basilico and Johnsen, Academic Research Insight|

Buyback Derangement Syndrome Clifford Asness, Todd Hazelkorn, And Scott Richardson Journal 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 [...]