Recently Discovered Academic Finance Research You Might Have Missed: Deactivating Active Shares (Frazzini, Friedman and Pomorski) Is Being Different Better? Dispersion and Active Management (The [...]
Patient Capital Outperformance Cremers and Pareek A version of the paper can be found here. Want a summary of academic papers with alpha? Check out our Academic [...]
Traders, Guns, and Money Gopal and Greenwood A version of the paper can be found here. Want a summary of academic papers with alpha? Check out [...]
Many consider smart beta to be a revolution in the asset management industry. For example, Bloomberg ran an article, "Funds Run by Robots Now Accounts for $400 [...]
A Value Investing Premium, Everywhere? A rich body of literature has shown that value investing, or buying stocks that are "cheap" based on a variety of valuation [...]
Recently Discovered Academic Finance Research You Might Have Missed: Asset Allocation: Is it better to allocate portfolios to factors rather than to assets? (Cocoma, Czasonis, and [...]
The Best Investment with the Worst Performance We are huge believers in value investing. I personally started off as a fundamental value guy, spending twenty-plus [...]
Quick Summary For a bond momentum strategy, it makes sense to select the top 3 or top 6 funds.The starting universe matters.One must consider the taxes and [...]
Beating a Dead Horse: Value investing and momentum investing work At this stage in our lives we've essentially memorized the CRSP/Compustat database. Name an anomaly and [...]
Quantitative Value: Seeking Excess Returns on the Stock Market The objective of this thesis is to develop and back-test an investment strategy created by professors [...]
Predicting Material Accounting Misstatements Dechow, Ge, Larson and Sloan A version of the paper can be found here. Want a summary of academic papers with alpha? [...]
Recently Discovered Academic Finance Research You Might Have Missed: Understanding Dual, Relative, and Absolute Momentum (Gary Antonacci) Long-short Strategy Simulation based on Front-Page Articles in the [...]
It's tough being a Wall Street Financial Advisor these days... On April 14th, Department of Labor (DOL) Secretary Tom Perez issued a press release outlining the DOL's [...]
We came across an interesting article in the Wharton Magazine blog titled "The Dangerous Data Fetishes of Sports Analytics" by Ian Cooper. The main point of [...]
The Market for Lemmings: Is the Investment Behavior of Pension Funds Stabilizing or Destabilizing? Pension funds are large institutional investors, and yet very little is [...]
Executive Summary Although it has been very difficult to overcome our initial skepticism, we've finally accepted the notion that simple technical analysis may serve as [...]
Got a great story on an S&P 500 index fund that you won't believe. Consider a S&P 500 Index Fund with $2B in assets that charges a [...]
Investing in strategies that exploit the low volatility anomaly have grown in popularity in recent years. While low volatility based strategies may or may not [...]
Lending Booms, Smart Bankers and Financial Crises This paper develops a theory that explains why financial crises follow profitable lending booms. When agents exhibit the [...]
Interactive Brokers recently posted a hilarious video, which highlights potential conflicts between advisers and investors. http://youtu.be/N2bHXn__EZM We transcribed the video below: [The scene: two [...]
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