Core Research Categories
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Do Big Value Spreads Mean Big Returns to Value Strategies?
October 11th, 2021|
Value Investing and Intangibles
September 30th, 2021|
Is The Value Premium Smaller Than We Thought?
September 9th, 2021|
The Value Premium Might be Smaller Than We Originally Thought
August 24th, 2021|
Value Investing and the Role of Intangibles
August 11th, 2021|
The Role of Book-to-Market in Bond Returns
July 22nd, 2021|
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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|
Momentum Everywhere, Including in Factors
July 14th, 2022|
Combining Factors in Multifactor Portfolios
June 30th, 2022|
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Trend-Following Filters – Part 3
April 8th, 2021|
The Performance of Volatility-Managed Portfolios
June 17th, 2021|
Trend Following the S&P 500? Some Practical Advice
May 18th, 2020|
Trend-Following Filters – Part 4
January 11th, 2022|
The Best Strategies for Dealing with Inflation? Factors and Trend-Following
January 24th, 2022|
Trend-Following Filters – Part 5
February 15th, 2022|