Arnott’s Value Firm Grabs Momentum ‘Hot Potato’ in Paper
The risk of a portfolio blowup is high, says Research Affiliates, but momentum investing could improve returns as a short-term add-on.
The Disclosure Paradox: How Much Information Is Too Much?
Too much information can be as harmful to retirement plan decisions as too little.
High dividend strategies seem to go in and out of favor.
When Bad Things Happen to Good Portfolios—and What to Do About It
Is there a better way? Can the divide between Eugene Fama and Richard Thaler be bridged?
Financial theory is in flux. Ideas that once were widely accepted among financial economists are in dispute. In particular, the efficient-markets hypothesis -- which dominated...
DFA to Offer Investment Strategies via Brokers
Fee-based independent Broker/dealers gain access to famed strategies.
Danger & Opportunity: He's Got the Momentum
Cliff Asness is known as a hedge fund manager who caters to institutions, is a true believer in momentum investing, and despite his University of...
Back to the Future--Again
It has been five years since veteran investment consultant and celebrated author Peter Bernstein invoked the word "obsolete" to describe the policy portfolio, which encourages...
Rearview Mirror Investing
Every ETF follows either an established index or, with increasing frequency, a newfangled one. In fact, of the 482 publicly traded U.S. equity ETFs, 39...
Alive and Kicking
Beta's been declared dead for so long, by so many, that it's tempting to dismiss the risk metric as a museum piece. Yes, it's hotly...