Core Research Categories
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Is The Value Premium Smaller Than We Thought?
February 3rd, 2022|
Factor Investing in Sovereign Bond Markets
January 13th, 2022|
Value investing: What history says about five-year periods after valuation peaks
December 21st, 2021|
The Relationship Between the Value Premium and Interest Rates
December 16th, 2021|
ESG Investing: Dissecting Green Returns
December 13th, 2021|
Size, Value, Profitability, and Investment Factors in International Stocks
December 2nd, 2021|
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Momentum Everywhere, Including Emerging Markets
October 6th, 2022|
Does Gender Affect Reactions to Market Sentiment Shifts?
October 3rd, 2022|
Is Momentum a Separate Factor?
September 12th, 2022|
Alpha from Short-Term Signals
August 18th, 2022|
What Drives Momentum and Reversal?
August 8th, 2022|
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Trend Following: The Epitome of No Pain, No Gain
June 26th, 2019|
Market Sell-off Analysis: Baseline Historical Facts
July 10th, 2019|
Protecting the Downside of Trend When It Is Not Your Friend : Part 1
December 9th, 2019|
Protecting the Downside of Trend When It Is Not Your Friend: Part 2/2
December 16th, 2019|
Visualization Sector Trends with R Code
January 23rd, 2020|
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The Robust Asset Allocation (RAA) Index
December 2nd, 2014|
Mission Impossible: Beating the Market Forever
November 18th, 2014|
Low-Volatility Investing: Avoid High Beta Stocks. Period.
October 9th, 2014|
The Quantitative Value Investing Philosophy
October 7th, 2014|
A Framework for Investment Manager Selection: Stick to the FACTS
September 16th, 2014|
Our Value Proposition: Affordable Alpha
September 16th, 2014|