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Academic Research Papers and Presentations Galore!

By | 2018-01-05T10:19:37+00:00 January 5th, 2018|Uncategorized|

It is that time of year again, the American Finance Association Annual Meeting is underway. The conference is in Philadelphia, starting today (January 5) and running through Sunday (January 7). This 3-day conference has 73 sessions, [...]

Portfolio Rebalancing Research: Momentum and Tolerance Bands

By | 2017-08-18T16:59:21+00:00 May 31st, 2017|Uncategorized|

If you are looking for research on stock selection, you're in luck -- the research is everywhere and has arguably been overdone. Get started with Moon Cycles & Stock Market Returns and The Congressional Calendar & Stock Market [...]

A really cool paper (and graphic) on ETFs

By | 2017-08-18T17:11:17+00:00 December 8th, 2016|Uncategorized, ETF Investing|

Zahi Ben-David has an excellent new summary paper on the state of academic research on exchange traded funds with colleagues Rabih Moussawi and Francesco Fanzoni.[ref]We focused on Zahi for this interview, but Rabih and Francesco have some wonderful [...]

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Earth to Passive Investors: Lunch is Never Free.

By | 2017-08-18T17:05:54+00:00 November 7th, 2016|Uncategorized, Tactical Asset Allocation Research, Active and Passive Investing, Macroeconomics Research|

Imagine the following scenario: A strategy that outperforms everything. An ability to scale the strategy at no costs. A beating drum highlighting the infallible logic of the strategy. And the best part is this strategy [...]

Active, Irregular Day in the Stock Market–What Else is New?

By | 2017-08-18T17:10:51+00:00 September 29th, 2016|Uncategorized|

A news article from September 29, 2016 -- 100 years ago, today. The lead article of the Evening Star highlights that there was an "active, irregular day in the stock market." The article is followed by commentary [...]

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March for the Fallen. Come Join the Alpha Architect Team!

By | 2017-08-18T17:01:05+00:00 August 26th, 2016|Business Updates, Uncategorized|

Looking for a great challenge on a Saturday morning on September 24th? Come join some members of the Alpha Architect team and our tribe of friends/clients when we take part in the “March for the Fallen” on Saturday, September [...]

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Asset Pricing with–and without–garbage.

By | 2017-08-18T17:09:57+00:00 August 12th, 2016|Uncategorized, Macroeconomics Research|

If you are into consumption-based asset pricing theory and the associated empirical attempts to reconcile the theory with the data from the realized equity premium, garbage is a fascinating subject. So let's talk about asset pricing both with--and [...]

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DIY Asset Allocation Weights: July 2016

By | 2017-08-18T17:06:36+00:00 July 11th, 2016|Tool Updates, Uncategorized|

Do-It-Yourself tactical asset allocation weights are posted. Create a free account here if you want to access the site directly. Sign in here if you already have a free account.   Exposure Highlights: Full exposure to domestic equities. Full exposure [...]

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DIY ASSET ALLOCATION WEIGHTS: June 2016

By | 2017-08-18T17:06:35+00:00 June 2nd, 2016|Tool Updates, Uncategorized|

Do-It-Yourself tactical asset allocation weights are posted. Create a free account here if you want to access the site directly. Sign in here if you already have a free account. Exposure Highlights: Full exposure to domestic equities. Full exposure to [...]

DIY Asset Allocation Weights: May 2016

By | 2017-08-18T17:06:33+00:00 May 3rd, 2016|Tool Updates, Uncategorized|

Do-It-Yourself tactical asset allocation weights are posted. Create a free account here if you want to access the site directly. Sign in here if you already have a free account. Exposure Highlights: Full exposure to domestic equities. Full exposure to [...]

DIY Asset Allocation Weights: April 2016

By | 2017-08-18T17:06:41+00:00 April 7th, 2016|Uncategorized|

Do-It-Yourself tactical asset allocation weights are posted. Create a free account here if you want to access the site directly. Sign in here if you already have a free account. Exposure Highlights: Full exposure to domestic equities. Full exposure to [...]

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New WSJ Post: On the origins of risk taking

By | 2017-08-18T16:59:50+00:00 April 4th, 2016|Uncategorized|

We did a summary post for the Wall Street Journal on an interesting new paper related to risk taking and your environment. http://blogs.wsj.com/experts/2016/04/04/parents-beware-your-children-will-invest-like-you-do/ Here is a link to the original paper and the abstract if [...]