Research Categories

Core Research Categories

Value

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Momentum Everywhere, Including in Factors

July 14th, 2022|

Does Intangible-Adjusted Book-to-Market Work?

July 6th, 2022|

Combining Factors in Multifactor Portfolios

June 30th, 2022|

Can Machine Learning Identify Future Outperforming Active Equity Funds?

June 23rd, 2022|

Does Emerging Markets Investing Make Sense?

June 17th, 2022|

The Unintended Consequences of Single Factor Strategies

June 10th, 2022|

Momentum

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Does Gender Affect Reactions to Market Sentiment Shifts?

October 3rd, 2022|

Momentum Investing: How Did Momentum Investing Perform After the Previous Two Valuation Peaks?

September 16th, 2022|

Is Momentum a Separate Factor?

September 12th, 2022|

Alpha from Short-Term Signals

August 18th, 2022|

What Drives Momentum and Reversal?

August 8th, 2022|

Avoiding Momentum Crashes

August 4th, 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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High-Frequency Consumer Spending Data and the Cross-Section of Stock Returns

September 22nd, 2022|

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|

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