Research Categories

Core Research Categories

Value

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Compression: Can the Value Spread Expand Forever?

March 9th, 2023|

It’s Always Darkest Just Before Dawn

February 17th, 2023|

Factor Returns and the Information in Valuation Spreads

February 10th, 2023|

The Value Factor and Deleveraging

January 13th, 2023|

The Role of the Secular Decline in Interest Rates in Asset Pricing Anomalies

November 10th, 2022|

The Cross Section of Stock Returns Pre-CRSP data: Value and Momentum are confirmed as robust anomalies

November 7th, 2022|

Momentum

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Can We Improve Momentum Factor Investing via Salience Theory?

March 6th, 2023|

Does Momentum work in Option Markets?

November 21st, 2022|

Is there a theoretical foundation behind industry and factor momentum

November 14th, 2022|

The Cross Section of Stock Returns Pre-CRSP data: Value and Momentum are confirmed as robust anomalies

November 7th, 2022|

Momentum Factor Investing: 30 years of Out of Sample Data

October 31st, 2022|

Mind the Momentum Gap to Improve Performance

October 28th, 2022|

Trend

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The Global Value Momentum Trend Philosophy

June 6th, 2017|

Avoiding the Big Drawdown with Trend-Following Investment Strategies

August 13th, 2015|

The World’s Longest Trend-Following Backtest

November 9th, 2015|

Why you should trust the investment process (even though it’s hard)

June 21st, 2018|

Trend-Following: A Deep Dive Into A Unique Risk Premium

October 18th, 2017|

Are Factors Better and More Diversifying Than Asset Classes?

February 23rd, 2018|

White Papers

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Does Emerging Markets Investing Make Sense?

June 17th, 2022|

How to Start an ETF? Resources and FAQ

November 16th, 2021|

Value and Momentum Investing: Combine or Separate?

May 25th, 2021|

How Portfolio Construction Impacts the Reliability of Outcomes

April 16th, 2021|

Value Investing: An Examination of the 1,000 Largest Firms

August 18th, 2020|

Value Factor Diversification: Is Quality Better Than Momentum?

June 26th, 2020|

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