Elisabetta Basilico, PhD, CFA2020-01-21T10:54:39-05:00Enterprise Multiples and Expected Stock ReturnsElisabetta Basilico, PhD, CFA2020-01-21T10:54:39-05:00January 21st, 2020|
Tommi Johnsen, PhD2019-12-30T11:25:44-05:00Asset Allocation vs. Factor Allocation—Can We Build a Unified Method?Tommi Johnsen, PhD2019-12-30T11:25:44-05:00December 30th, 2019|
Larry Swedroe2019-12-10T19:32:32-05:00Improving the Performance of Deep Value StrategiesLarry Swedroe2019-12-10T19:32:32-05:00December 12th, 2019|
Wesley Gray, PhD2019-11-27T09:31:15-05:00Forbidden Knowledge: Long-Only Academic Factors are Also CoolWesley Gray, PhD2019-11-27T09:31:15-05:00November 27th, 2019|
Tommi Johnsen, PhD2019-11-25T08:08:33-05:00Enterprise Multiples and Equity Country AllocationsTommi Johnsen, PhD2019-11-25T08:08:33-05:00November 25th, 2019|
Larry Swedroe2019-11-05T08:12:33-05:00Are Value, Carry and Momentum Regime Dependent?Larry Swedroe2019-11-05T08:12:33-05:00November 21st, 2019|
Darren Hom2020-01-24T11:33:49-05:00How to Turn Cross-Sectional into Time-Series Momentum (and be home in time for dinner)Darren Hom2020-01-24T11:33:49-05:00January 24th, 2020|
Jonathan Regenstein2020-01-23T11:52:41-05:00Visualization Sector Trends with R CodeJonathan Regenstein2020-01-23T11:52:41-05:00January 23rd, 2020|
Tommi Johnsen, PhD2019-12-16T12:32:08-05:00Protecting the Downside of Trend When It Is Not Your Friend: Part 2/2Tommi Johnsen, PhD2019-12-16T12:32:08-05:00December 16th, 2019|
Tommi Johnsen, PhD2019-12-09T12:07:59-05:00Protecting the Downside of Trend When It Is Not Your Friend : Part 1Tommi Johnsen, PhD2019-12-09T12:07:59-05:00December 9th, 2019|
Wesley Gray, PhD2019-11-27T09:31:15-05:00Forbidden Knowledge: Long-Only Academic Factors are Also CoolWesley Gray, PhD2019-11-27T09:31:15-05:00November 27th, 2019|
Larry Swedroe2019-11-05T08:12:33-05:00Are Value, Carry and Momentum Regime Dependent?Larry Swedroe2019-11-05T08:12:33-05:00November 21st, 2019|
Wesley Gray, PhD2020-01-27T12:48:01-05:00The Global Value Momentum Trend PhilosophyWesley Gray, PhD2020-01-27T12:48:01-05:00June 6th, 2017|
Wesley Gray, PhD2019-10-22T14:09:30-04:00Avoiding the Big Drawdown with Trend-Following Investment StrategiesWesley Gray, PhD2019-10-22T14:09:30-04:00August 13th, 2015|
Wesley Gray, PhD2019-02-06T10:04:20-05:00The World’s Longest Trend-Following BacktestWesley Gray, PhD2019-02-06T10:04:20-05:00November 9th, 2015|
Jack Vogel, PhD2018-08-16T08:10:20-04:00Trust the ProcessJack Vogel, PhD2018-08-16T08:10:20-04:00June 21st, 2018|
Wesley Gray, PhD2017-10-18T10:56:41-04:00Trend-Following: A Deep Dive Into A Unique Risk PremiumWesley Gray, PhD2017-10-18T10:56:41-04:00October 18th, 2017|
Maneesh Shanbhag2018-02-23T11:06:14-05:00Are Factors Better and More Diversifying Than Asset Classes?Maneesh Shanbhag2018-02-23T11:06:14-05:00February 23rd, 2018|
Geoff Warren2020-01-04T11:20:21-05:00Is Active Investing Doomed as a Negative Sum Game? A Critical Review.Geoff Warren2020-01-04T11:20:21-05:00January 2nd, 2020|
Wesley Gray, PhD2019-11-18T08:36:31-05:00Trend Following: The Epitome of No Pain, No GainWesley Gray, PhD2019-11-18T08:36:31-05:00June 26th, 2019|
Wesley Gray, PhD2018-09-18T09:44:31-04:00Momentum Investing, Like Value Investing, is Simple, but NOT EasyWesley Gray, PhD2018-09-18T09:44:31-04:00September 18th, 2018|
Jack Vogel, PhD2018-08-16T08:10:20-04:00Trust the ProcessJack Vogel, PhD2018-08-16T08:10:20-04:00June 21st, 2018|
Jack Vogel, PhD2018-10-09T17:55:33-04:00Factor Investing and Trading CostsJack Vogel, PhD2018-10-09T17:55:33-04:00November 28th, 2017|
Jack Vogel, PhD2019-04-29T13:30:20-04:00Do Portfolio Factors or Characteristics Drive Expected Returns?Jack Vogel, PhD2019-04-29T13:30:20-04:00October 31st, 2017|
