Showing 1 - 10 of 132 results

Sort By
  • Relevance
  • Newest
  • Oldest

Perspective

(So) What If You Miss the Market’s N Best Days?

This post revisits and refutes a long-standing argument against market timing—that missing just a few of the market’s best days can devastate returns—by demonstrating its logical flaws and statistical irrelevance. Using both historical and out-of-sample data, it shows that the risks and rewards of market timing are more symmetric than commonly portrayed.

White Paper

Why Are Bond Investors Contrarian While Equity Investors Extrapolate?

This article explores the contrast in how investors form long-run expectations in equity and bond markets. It also examines very long run trends in financial market variables and potential implications for the future.

White Paper

Go Small or Go Home

This article explores why small caps, especially in the international and emerging regions, present a compelling investment opportunity driven by the potential for higher expected market returns, attractive earnings growth, strong diversification benefits, and rich alpha opportunities.

White Paper

Portable Alpha: Why Now?

As stock market valuations continue to rise and expected returns correspondingly fall, many investors are hoping to rely more on alpha from active management to make up for a potential future return gap. Unfortunately, long-only active management has struggled during recent history. We review why portable alpha may be an attractive alternative solution in today’s market environment. We also discuss what aspects of a portable alpha solution are important for investors to consider when selecting between implementations.

White Paper

A New Paradigm in Active Equity

Equity market concentration and technological innovation are two hot topics for active equity investors today. We argue that a systematic approach is uniquely positioned to capitalize on these topics.

Quick Takes

Exploring Portable Alpha

White Paper

Portable Alpha: Still A Great Solution For Improving Return Outcomes

In the face of lower-than-average expected returns for equities, some investors may be considering adding active management to their equity allocations. However, the evidence supporting active long-only equities has long been underwhelming. We review an alternative approach – portable alpha.

Journal Article

Levering Up to Do Good: Direct Long-Short Investing and Charitable Giving

We use historical strategy simulations to evaluate the advantages of donating appreciated stock in the context of tax-aware long-short factor strategies. We find long-short strategies exhibit several advantages over long-only investments.

Quick Takes

Top Three Investment Ideas to Consider for 2024

We highlight value, alternative trend strategies, and emerging market equities as top three investment ideas to consider for 2024.

Perspective

Why Not 100% Equities

Recently, a new paper has been making a big splash in our small pond of academic/quant investing. By “new,” I just mean “recently written,” as much of it ain’t new. In this piece, I offer a concise (relative to my norm) rebuttal, as this is well-trod ground.