…the article states, which could make it “one of the more promising candidates for use as a factor-timing signal. But while BlackRock found evidence that momentum-driven factor-timing works,” the author…
Search Results for: factor
Five Questions: Private Equity in Public Markets with Brian Chingono
…things beat the lower ranked things. So the more concentrated the portfolio, the bigger the factor hit, and the better the returns from the model. But at the extremes of…
Learning from Buffett's Performance
…is a limiting factor and Buffett has told investors not to expect returns in the future to come close to those in the past. There were only two years in…
Rob Arnott on Quant Investing: Opportunities and Pitfalls
In a podcast interview last month with the Investment Innovation Institute, Research Affiliate’s Rob Arnott discussed a range of issues related to factor investing, quant strategies and research with host…
Joel Greenblatt Likes Companies That Gush Cash
…to value as a factor, Greenblatt argued that it is typically defined in terms of low price-book and low price-sales but emphasized that his firm doesn’t view it that way….
The Best Fund Managers of 2018
…little in common.” But it adds that a common thread is present: “Owning stocks for the long term and reaping rewards only after many years may be the single factor…
The Case Against Value Stocks
…amount of money chasing value stocks continues to rise. I have lost count of the number of factor-based funds that use some sort of value system and large firms like…
Most Read Posts on Validea’s Guru Investor
Below are links to our most popular posts for this week on Validea’s Guru Investor blog.- [1] Some Thoughts on Multi-Factor Investing [2] The O’Shaughnessy Approach: Guarding Against Narrative-Loving Humans…
Some Thoughts on Multi-Factor Investing
…add additional factors, including some like the correlation factor WisdomTree uses that are outside of the standard factors. And once you select the factors, you then have the issue of…
Most Read Posts on Validea's Guru Investor
Below are links to our most popular posts for this week on Validea’s Guru Investor blog.- [1] Five Questions: Multi-Factor Investing with Liqian Ren [2] John Bogle: Passing of an…