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Search Results for: factor

The Lure of the Unsolvable Problem

July 18, 2019

…of unpredictable factors and an endless number of combinations of them. The boat that does the best job of managing these factors will likely win the race. But no matter…

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A Better Use of Data in Emerging Market Investing

July 16, 2019

…The article concludes, however, that “the long-term benefits of factor investing remain. As more investors come to understand factors better, emerging markets will likely be the next battleground for smart-beta…

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The Danger of Judging Decisions by Their Outcomes

July 10, 2019

…outcomes. And in games where luck is a significant factor, it is essential to not judge the quality of your decisions solely by the outcome they generate. Let me give…

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Factor Returns and Trading Costs

July 9, 2019

A recent article in Advisor Perspectives by BAM Alliance’s Larry Swedroe offers a list of criteria investors should consider when choosing a factor-based strategy. According to the article, “The factor…

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Decision Making and Biases that Beat Logic

June 28, 2019

…influence—”when large groups respond in the same way based on an outside factor, whether it’s new information, words from a perceived leader, or observe behavior by someone the herd identifies…

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Zweig: What Would Yogi Berra Would Say About the Bull Market

June 27, 2019

…Most people are not risk-oblivious.” Andrew Ang, head of factor investing strategies at BlackRock Inc.: “Economic growth is still relatively high, but the pace has been decelerating, putting us closer…

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The Size Factor: A Case Against Small Caps

June 19, 2019

…out, yield positive and relatively consistent returns since 2000.” Although investors often combine factors and research shows that including the Size factor “in a multi-factor portfolio boosts performance,” the article…

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Five Questions: Investing in Human Freedom with Perth Tolle

June 19, 2019

…you are working with Alpha Architect to bring your index to market, both of whom are well known for their work on factor investing. Will you consider using factors like…

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Factor Investing is Falling Short

June 17, 2019

The attempts by pension funds and endowments to earn equity premiums by incorporating factor-based funds into their portfolios has fallen short, instead leaving them with uncompensated risks. This according to…

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Some Lessons For My Former Investing Self

June 13, 2019

…have realized that human behavior can’t be a secondary factor when building investing models. It has to be front and center. I also would have realized that it isn’t just…

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