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Pragmatic Capitalism: What Every Investor Needs to Know About Money and Finance Cullen Roche The book can be found here. Want to see all our book reviews? Book Overview While Ben Graham was the consummate "bottoms [...]
The Momentum Investment Philosophy: An Innovative Strategy for Higher Returns with Lower Risk Gary Antonacci The book can be found here. Want to see all our book reviews? Book Overview If there is such a thing [...]
We post all reviews we come across on the web (let us know if we are missing any): http://alphaarchitect.com/reviews/ A recent review caught my attention: http://alephblog.com/2013/06/15/book-review-quantitative-value/ The author of the review makes the following statement: [...]
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 [...]
In this article, the author examines the research published over the last 30 years on momentum and its theoretical credibility. One of the original momentum articles was published by Jegadeesh and Titman in 1993, and is considered the seminal work on the topic. The research review contained in this publication begins with the 1993 work and confines itself to only the highest quality journals among the plethora of work that has been published on momentum.
“Employees are our greatest asset” is a phrase often heard from companies. However, due to accounting rules requiring that most expenditures related to employees be treated as costs and expensed as incurred, the value of employees is an intangible asset that does not appear on any balance sheet. That leaves the interesting question of whether employee satisfaction provides information on future returns.
As my co-author Andrew Berkin and I explain in our new book “Your Complete Guide to Factor-Based Investing,” there is considerable evidence of cross-sectional return predictability. Citing more than 100 academic papers, we presented evidence [...]
Pandemics: Long-Run Effects Òscar Jordà, Sanjay R. Singh, Alan M. TaylorCEPR PressA 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 are [...]
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 [...]
As you are no doubt experiencing, stock market volatility has spiked this year with the S&P 500 dropping or rising 2% or more on eight different days. Jolts of this size didn't happen at all in [...]