Core Research Categories
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Low Volatility-Momentum Versus Value-Momentum Factor Portfolios
March 13th, 2020|
The Massive Performance Divergence Between Large Growth and Small Value Stocks
February 21st, 2020|
Factor Investing Update: An Analysis of 2019 International Factor Returns
February 19th, 2020|
Enterprise Multiples and Expected Stock Returns
January 21st, 2020|
Asset Allocation vs. Factor Allocation—Can We Build a Unified Method?
December 30th, 2019|
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Accruals and Momentum and Their Implications for Factor Investors
September 17th, 2020|
Cross-Asset Signals and Time-Series Momentum
August 6th, 2020|
Fundamental Momentum, the Carry Trade, and Currency Returns
July 23rd, 2020|
Left Tail Risk and Left Tail Momentum
July 14th, 2020|
Combining Momentum with Long-Term Reversal
July 3rd, 2020|
Value Factor Diversification: Is Quality Better Than Momentum?
June 26th, 2020|