Core Research Categories
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Large-Cap Price-to-Book Investing: What is Dead May Never Die
June 25th, 2019|
Factor Investing Research On Steroids
June 18th, 2019|
Value Factor Valuations Over Time: US and Developed
June 11th, 2019|
The Cross-Section of Emerging Market Stock Returns
June 11th, 2019|
The Re-Death of Value, or Déjà Vu All Over?
June 4th, 2019|
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The Cross-Section of Emerging Market Stock Returns
June 11th, 2019|
Is factor momentum really everywhere?
June 3rd, 2019|
The Momentum of News
April 4th, 2019|
Momentum Factor Investing in Russia
April 2nd, 2019|
Value, Momentum & Carry Across Asset Classes
January 25th, 2019|
Machine Learning Classification Methods and Factor Investing
December 21st, 2018|