Core Research Categories
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Can smart rebalancing improve factor portfolios?
September 3rd, 2024|
Fixing the poor performance of the book-to-market ratio
August 19th, 2024|
On the Persistence of Growth and Value Stocks
February 16th, 2024|
The Magnificent Seven
November 17th, 2023|
International Value Stocks Offering “More Bang for the Buck”
October 5th, 2023|
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Can smart rebalancing improve factor portfolios?
September 3rd, 2024|
When Shorts Don’t Short
June 21st, 2024|
Momentum Everywhere, Even Cross-Country Factor Momentum
May 24th, 2024|
How Volatility and Turnover Affect Return Reversals
May 13th, 2024|
Momentum and the Clarity of the Trend
May 3rd, 2024|
Minimizing the Risk of Cross-Sectional Momentum Crashes
April 12th, 2024|
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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|
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|
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Long-Only Value Investing: Size Doesn’t Matter!
June 15th, 2023|
Box Spreads: An Alternative to Treasury Bills?
May 10th, 2023|
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|