Core Research Categories
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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|
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|
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Momentum Factor Investing: 30 years of Out of Sample Data
October 31st, 2022|
Mind the Momentum Gap to Improve Performance
October 28th, 2022|
Momentum Everywhere, Including Emerging Markets
October 6th, 2022|
Does Gender Affect Reactions to Market Sentiment Shifts?
October 3rd, 2022|
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Combining Momentum with Long-Term Reversal
July 3rd, 2020|
What is Sequence Risk and Can Trend Following Help Reduce It?
August 10th, 2020|
Trend Following Research: Breaking Bad Trends
November 12th, 2020|
Equity Trend Following Performance Around the Globe
October 15th, 2020|
Trend-Following Filters: Part 1/2
December 29th, 2020|
Trend-Following Filters – Part 2/2
January 21st, 2021|
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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|





















