Core Research Categories
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Will the Real Value Factor Funds Please Stand Up?
February 8th, 2021|
The Quality Factor—What Exactly Is It?
January 28th, 2021|
A Review of Ben Graham’s Famous Value Investing Strategy: “Net-Nets”
January 26th, 2021|
Value and Momentum and Investment Anomalies
January 7th, 2021|
Using “Quality” to Separate Good and Bad Value Stocks
November 19th, 2020|
Combining Value and Profitability Factors to Improve Performance
October 29th, 2020|
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Is The Value Premium Smaller Than We Thought?
February 3rd, 2022|
What Explains the Momentum Factor? Frog-in-the Pan is Still the King.
February 1st, 2022|
Factor Investing in Sovereign Bond Markets
January 13th, 2022|
Understanding Momentum Investing
December 30th, 2021|
ESG Investing: Dissecting Green Returns
December 13th, 2021|
Factor Investing Deep Dive with Jack Vogel
November 12th, 2021|
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Optimal Trend Following Rules in Two-State Regime-Switching Models
November 19th, 2022|
Trend Following and Relative Sentiment: Complementary Factors
December 2nd, 2022|
Optimal Trend Following with Transaction Costs
January 5th, 2023|
Combining Reversals with Time-Series Momentum Strategies
April 7th, 2023|
Trend-Following Filters – Part 6
April 12th, 2023|
Trend Following and Momentum Turning Points
September 11th, 2023|