Factors
- Everyone is a factor investor in one way or another. (alphaarchitect.com)
- The case for using multiple factors vs. value alone. (factorresearch.com)
- Do factor portfolios survive transaction costs? (alphaarchitect.com)
Value
- What characterizes periods when value is really cheap? (papers.ssrn.com)
- The traditional growth-value indices really aren't that useful. (fortunefinancialadvisors.com)
Portfolios
- The vast majority of modern portfolios are not all that efficient. (blog.thinknewfound.com)
- Diversification is great, over-diversification not so much. (alphaarchitect.com)
Research
- Using a fundamental economic indicator doesn't add value above simple market timing. (cxoadvisory.com)
- A better way to model the $VIX. (cxoadvisory.com)
- When you announce earnings matters. (papers.ssrn.com)
- Hedge fund employees take on real career risk. (institutionalinvestor.com)
- These are the best research white papers of 2017. (savvyinvestor.net)