Showing 1 - 10 of 21 results

Sort By
  • Relevance
  • Newest
  • Oldest

Trade Publication

Style Investing: The Long and the Long/Short of It

Many investors agree that applying systematic tilts away from a passive, capitalization-weighted portfolio is a good idea; fewer agree on how best to capture these style-based returns.

Trade Publication

Smart Beta: Not New, Not Beta, Still Awesome

Though some confusion continues regarding the subject, the term “smart beta” (including “Fundamental Indexing”) is just a new way to describe some well-known and well-tested investment ideas.

Trade Publication

We're Not Dead Yet

Some argue that quantitative investing techniques cannot work in the uncharted waters of the current market environment.

Trade Publication

The Value of Fundamental Indexing

Proponents of “fundamental indexes” claim that an investment-management revolution is afoot.

Trade Publication

Measuring Portfolio Factor Exposures: A Practical Guide

Regression analysis can help investors better understand the risk factors present in their portfolios, which has multiple benefits.

Trade Publication

How Can a Strategy Still Work If Everyone Knows About It?

Some people assert that once a strategy is “discovered” it can’t work anymore. Others, often implicitly, assume the future will look as wonderful as the past.

Trade Publication

Alpha Transfer in a Hedge Fund World

In theory, portable alpha is a good idea.

Working Paper

Empirical Asset Pricing via Machine Learning

We show how the field of machine learning can be used to empirically investigate asset premia including momentum, liquidity, and volatility.

Webinar

Superstar Investors Webinar Replay Now Available

There has been little empirical analysis to explain the performance of "superstar" investors Warren Buffett, Bill Gross, George Soros and Peter Lynch. In this webinar, we examine their track records from a factor perspective.

Podcast

Superstar Investors

Warren Buffett. Bill Gross. George Soros. Peter Lynch. We take a deep dive into some of the most famous track records in finance, specifically to ask if the themes we’ve covered in this show can explain some of their success.