Research shows that value stocks can generate an excess return because the market tends to overestimate their problems, and value investors benefit when it realizes that. But despite that being…
Tag: systematic investing
Excess Returns, Ep. 29: Timeless Investing and Life Lessons with Jim O'Shaughnessy
In this week’s episode we are privileged to be joined by Jim O’Shaughnessy. Jim is a pioneer in quantitative investing and the founder of O’Shaughnessy Asset Management. He is also…
Excess Returns, Ep. 26: Interview: Systematic Value Investing with Wes Gray
Wes Gray is the founder of Alpha Architect, the author of Quantitative Value and Quantitative Momentum, and an expert in systematic investing. In this interview, we discuss: The recent struggles…
A New Method for Rebalancing Helps Systematic Models Get Better
By Justin Carbonneau (@jjcarbonneau)—-Talk about the Markets and/or Invest with Justin —-A centerpiece for most systematic investing models is a “refreshing” of the portfolio positions, which is also often referred…
Ben Graham's Biggest Contribution May Not Be Value Investing
By Justin J. Carbonneau (@jjcarbonneau) — If you Google “Ben Graham”, you will see that his name is synonymous with the value investing philosophy, and rightfully so. His book, Security…