Core Research Categories
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The Value Factor and Deleveraging
January 13th, 2023|
The Role of the Secular Decline in Interest Rates in Asset Pricing Anomalies
November 10th, 2022|
Momentum Everywhere, Including in Factors
July 14th, 2022|
Does Intangible-Adjusted Book-to-Market Work?
July 6th, 2022|
Combining Factors in Multifactor Portfolios
June 30th, 2022|
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Investor demand, rating reform and equity returns
August 7th, 2023|
Doug Discusses 1042 QRP and ESOP Transactions
August 3rd, 2023|
Reducing the Risk of Momentum Crashes
July 21st, 2023|
Fundamentals and the Attenuation of Anomalies
June 22nd, 2023|
Industry classification and the momentum factor
June 12th, 2023|
2023 Democratize Quant Conference Recap and Materials
May 23rd, 2023|
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Using Trend-Following Rules to Enhance Factor Performance
January 4th, 2017|
Magic Formula and MA Rules: A Bad Combo!
November 27th, 2011|
What is the correct benchmark for trend following?
October 16th, 2018|
How large is the tracking error created by trend following?
October 25th, 2018|
How to Use Trend Following within a Portfolio
December 4th, 2018|
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1042 Qualified Replacement Property: An Overview of ESOP Rollover Strategies
December 28th, 2016|
Commodity Futures Investing: Complex and Unique
December 21st, 2016|
Even God would get fired as an Active Investor
February 2nd, 2016|
The Quantitative Momentum Investing Philosophy
December 1st, 2015|
How to Use Factor Funds in a Diversified Portfolio
September 30th, 2015|
The Sustainable Active Investing Framework: Simple, But Not Easy
August 17th, 2015|