Core Research Categories
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Intangible Capital and the Value Factor: Has Your Value Definition Just Expired?
September 21st, 2020|
Can We Use the Shiller CAPE Ratio to Forecast Country Returns?
September 10th, 2020|
Even Great Investments Experience Massive Drawdowns
August 20th, 2020|
Value Investing: An Examination of the 1,000 Largest Firms
August 18th, 2020|
Is Systematic Value Dead???
July 30th, 2020|
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The Momentum Factor is Driven by Behavioral Bias, Not Risk
November 9th, 2021|
Is Currency Momentum Factor Momentum?
September 16th, 2021|
Is The Value Premium Smaller Than We Thought?
September 9th, 2021|
The Explanatory Power of Factor Momentum
May 27th, 2021|
Value and Momentum Investing: Combine or Separate?
May 25th, 2021|
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Go Skew Yourself with Managed Futures
January 10th, 2017|
An Empirical Challenge for Trend-Following
March 30th, 2020|
Trend Following Reality: You Need Trends to Trend-Follow
April 13th, 2020|
Moving Average Distance and Time-Series Momentum
January 26th, 2024|
Trend-Following Filters – Part 8
September 17th, 2024|
Diversifying Trend Following Strategies Improves Portfolio Efficiency
December 6th, 2024|