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Emerging Market Investing: Does It Make Sense?
The biggest driver of investment results typically boils down to a boring discussion of the simple math.
Visualizing The Robustness Of The US Equity ETF Market
As a general rule of thumb, we consider any strategy with an active share of less than 30% to be a ‘closet index’, which refers to a strategy that is effectively the same as the underlying index it seeks to track.
Do Connections Pay Off In The Bitcoin Market?
Do connected bitcoin addresses earn a higher return when compared with bitcoin addresses that are unconnected in the bitcoin investor network? Do more connected addresses earn a higher return than less connected ones?
Value Investing: Headwinds, Tailwinds, And Variables
In my past life as a rower, I spent a lot of time figuring out which way the wind was blowing: Would it be a headwind and slow things down? Or would it be a tailwind and shorten the race?
Momentum Investing: What Happens If We Boot Stocks Over 10x P/S?
This was a simple question posed to me by one of our readers – what impact does excluding stocks trading at 10x P/S have on a Momentum portfolio? The short answer is: very little.
Betting Against Beta: New Insights
New studies are shedding new light on some of the most frequently cited papers in finance. Investors should take note.
Carbon Markets Overview
Carbon markets are quickly making their way to the forefront of Environmental, Social, and Governance (ESG) investing, as well as the finance community as a whole.
Important Insights Into Index Versus Active ETF Management
We have received quite a few questions related to the costs and benefits an ETF sponsor faces when managing their funds as a “passive/index fund” versus an “active fund.” Let's see if we can answer those questions.
Understanding Momentum Investing
Past return characteristics are strongly predictive of a stock’s realized exposures to common risk factors, providing direct evidence that price trend strategies are in part explainable as compensation for common factor exposures.
Value Investing: What History Says About Five-Year Periods After Valuation Peaks
No matter how you slice it, Value stocks are historically cheap compared to the past.
What Percentage Of COO/CCO/CTOs Are Women?
In this original research, we study data across 29 global markets and provide empirical data on the following question: What percentage of COO, CCO, and CTO roles do women fill in the global marketplace?
Can Prospect Theory Explain The Value And Momentum Factors?
Traditional finance academics lean towards risk-based models to explain why various return characteristics, such as value and momentum, predict returns.
Should We Never Invest In Individual Stocks?
Due to the surprising headline that treasury bills seemingly outperform stocks, practitioners are starting to ask: Should I invest in individual stocks? The short answer is a resounding “yes.”
Why Do Investors Hold Socially Responsible Mutual Funds?
Are social preferences and values the main drivers of an SRI investors’ choice of SRI mutual funds?
The Value Of The Value Factor: Cheaper Now Than A Year Ago?
The question is whether we ride the extreme valuations or if we move to more undervalued areas now (and potentially have to miss out on returns from it becoming even more extreme)?
The Vanishing Illiquidity Premium
It is important to own assets that perform well during bad times when liquidity risks show up. Thus, you should strongly consider owning only safe, liquid bonds.
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