May 21, 2018
More careful thinking is needed to separate facts from fiction in the hotly contested debate between active and passive investing.
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In this quick video primer, we cover the basics—the evolution of these premia, their diversifying effects and why they may represent a better core allocation for alternative portfolios.
May 14, 2018
Despite its long and illustrious history, much confusion about the size effect remains. We examine common claims about the size effect and seek to clarify some of the misunderstanding surrounding it.
Read moreOur Approach
Cliff's Perspectives
June 20, 2018
My colleagues have written two papers questioning things we thought we knew. The first questions what we really know about current stock market valuations forecasting long-horizon future returns and the second explores whether or not the size effect really exists.
Read moreMay 31, 2018
Cliff explains once again why hedge fund returns shouldn’t be compared to 100% long equities, how to do a more proper comparison, and then shares results.
Read moreOur History
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