Core Research Categories
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The Value of the Value Factor: Cheaper now than a year ago?
November 23rd, 2021|
Factor Investing Deep Dive with Jack Vogel
November 12th, 2021|
Do Big Value Spreads Mean Big Returns to Value Strategies?
October 11th, 2021|
Value Investing and Intangibles
September 30th, 2021|
Is The Value Premium Smaller Than We Thought?
September 9th, 2021|
The Value Premium Might be Smaller Than We Originally Thought
August 24th, 2021|
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Avoiding Momentum Crashes
August 4th, 2022|
Momentum Everywhere, Including in Factors
July 14th, 2022|
Combining Factors in Multifactor Portfolios
June 30th, 2022|
Does Emerging Markets Investing Make Sense?
June 17th, 2022|
The Unintended Consequences of Single Factor Strategies
June 10th, 2022|
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Smart Money Indicator Rebuttal
February 28th, 2020|
Daily vs. Monthly Trend-Following Rules…Plus Some DIY Tools!
April 7th, 2020|
Trend Following is Everywhere
April 23rd, 2020|
How Trend Following Strategies Shape Return Distributions
June 29th, 2020|
Time Series Momentum: Theory and Evidence
June 30th, 2020|
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A Simulation Study on Simple Moving Average Rules
July 28th, 2014|
Momentum Investing: Ride Winners and Cut Losers. Period.
July 16th, 2014|
How to Build Expected Return Forecasting Models
July 14th, 2014|
Value Investing: Never Buy Expensive Stocks. Period.
July 1st, 2014|
Behavioral Finance and Investing: Are you Trying Too Hard?
May 13th, 2014|
Why ETFs are more tax-efficient than mutual funds
April 1st, 2014|