Alpha Architect | TalkMarkets | Page 2

Alpha Architect

CEO, Alpha Architect
Contributor's Links: Alpha Architect Alpha Architect Robo Advisor
The Alpha Architect mission is to empower investors through education. We are a research-intensive asset management firm focused on delivering sophisticated tax-efficient active exposures ...more
Following: 24 Followers: 1841

All Contributions

Latest Posts
17 to 32 of 214 Posts
<<< 1 2 3 4 ... 14 >>>
Implications Of Regime-Shifting Stock-Bond Correlation
Friday, September 8, 2023 11:47 AM EDT
The correlation between stocks and bonds should be a critical component of any asset allocation decision, as it impacts the overall risk of a diversified multi-asset class portfolio.
Read
Dissecting The Investment Factor
Sunday, September 3, 2023 4:51 AM EDT
Over the long term, low-investment firms have outperformed high-investment firms. This finding has led to the investment factor (CMA, or conservative minus aggressive) being incorporated into the leading asset pricing models.
Read
Structured Notes Are Financial Fairy Tales
Sunday, August 27, 2023 7:17 AM EDT
Wall Street’s product machine is continuously pumping out fairy tales. Their product innovations can also be called fanciful tales of legendary deeds. The only difference is that they are intended for adults.
Read
The Performance Of Listed Private Equity
Saturday, August 19, 2023 11:57 PM EDT
Due to the extreme volatility and skewness of returns, it is important to diversify the risks of private equity.
In this article: VTSMX, PSP, PEX
Read
The Quality Factor And The Low-Beta Anomaly
Saturday, August 5, 2023 8:26 PM EDT
Low-beta (quality) stocks are more likely to be underpriced and high-beta stocks (junk) are more likely to be overpriced.
In this article: QMJ
Read
Social Media And Inequality In Venture Capital Funding
Monday, July 31, 2023 10:37 PM EDT
Examining the role of social media in venture capital financing, its impact on disparities faced by underrepresented groups, and the mechanisms through which social media usage can facilitate venture capital funding.
Read
Gold As A Safe-Haven Asset
Sunday, May 21, 2023 7:31 PM EDT
In times of extreme macroeconomic events, including war, hyperinflation, or significant economic recessions, many investors believe gold investing is a safe haven. Is that belief warranted?
In this article: IAU, VFINX
Read
Pursuing Factor Premiums At The Industry And Country Level
Sunday, May 14, 2023 7:44 AM EDT
Given empirical evidence demonstrating the persistence, pervasiveness, robustness, and implementability of premiums for size, value, momentum, and profitability, investors may seek exposure to these factors across industries and countries.
Read
The Drivers Of Booms And Busts In The Value Premium
Sunday, April 30, 2023 5:08 AM EDT
Over the almost 100 years that we have had data for U.S. stocks, the value premium has averaged 4.4% per year (when using book-to-market [HML: high minus low] as the valuation metric).
Read
Index Investing And The Informational Efficiency Of Stock Prices
Tuesday, April 11, 2023 3:13 AM EDT
Empirical evidence that tests a diverse set of predictions on price efficiency in index investing by different academics. Index investing changes the composition of the investor base. Passive investing does not undermine price efficiency
In this article: IWM
Read
Compression: Can The Value Spread Expand Forever?
Thursday, March 9, 2023 4:08 PM EDT
We believe owning deep-value stocks is potentially interesting at the valuation peaks, however, the spread can get more extreme.
Read
Inside The Minds Of Expected Stock Returns
Sunday, February 26, 2023 4:25 AM EDT
While behavioral explanations can, in theory, be arbitraged away, there are significant limits to arbitrage that prevent sophisticated investors from correcting overpricing.
Read
Measuring Geopolitical Risk
Saturday, December 31, 2022 8:00 PM EDT
There are a number of contributions this article makes to any one of market participants (investors, portfolio managers, regulators, risk managers, traders).
Read
The “Resurrected” Size Effect And Monetary Policy
Saturday, December 10, 2022 4:47 PM EDT
After the 1992 publication of Eugene Fama and Kenneth French’s paper “The Cross-Section of Expected Stock Returns,” the size effect was incorporated into what became finance’s new workhorse asset-pricing model, the Fama-French three-factor model.
Read
Gender Pay Gap Transparency
Monday, October 3, 2022 9:00 AM EDT
In this article, we examine what the research says about gender pay gap transparency. We look at the research questions and academic insights with an eye toward why it matters.
Read
Should Levered And Inverse ETPs Even Exist?
Wednesday, September 21, 2022 3:05 PM EDT
Exploring Levered and Inverse ETPs (exchange-traded products), their purpose, the circumstances in which they tend to succeed and fail, and the research questions associated with them.
Read
17 to 32 of 214 Posts
<<< 1 2 3 4 ... 14 >>>