archive

Will Your Factor Deliver? An Examination of Factor Robustness and Implementation Cost

September 22, 2016

Quantitative Easing—Beijing Style

The Self-Fulfilling Prophecy of Popular Asset Pricing Models

The Confounding Bias for Investment Complexity

January 15, 2016

Jason Hsu to Lead Research Affiliates’ Asian Effort

January 8, 2016

If Factor Returns Are Predictable, Why Is There an Investor Return Gap?

November 18, 2015

The China Syndrome: Lessons from the A-Shares Bubble

September 16, 2015

The Whole Story: Factors + Asset Classes

Woe Betide the Value Investor

February 10, 2015

The Promise of Smart Beta

December 16, 2014

Finding Smart Beta in the Factor Zoo

August 15, 2014

Measuring the “Skill” of Index Portfolios

February 26, 2014

The Value Premium is Mean-Reverting

January 28, 2014

Who Is On the Other Side of the Trade?

December 19, 2013

The Challenges of Year-End Forecasting

December 4, 2013

Smart Beta vs. Traditional Value Style Indices

October 24, 2013

Smart Beta and Benchmark Risk

October 10, 2013

Smart Beta, MPT, and Diversification

October 2, 2013

Strategy Indices and Smart Betas

September 24, 2013

The Genesis of Smart Beta Investing

September 24, 2013

The Impact of Tapering on Risky Assets

September 20, 2013

Does Blame Predict Performance?

A Framework for Examining Asset Allocation Alpha

From QE to Queasy: Fiscal Policy and the Risk of Inflation

February 6, 2013

Year-End Capital Markets Forecast

December 20, 2012

The Risk in Risk Parity: A Factor-Based Analysis of Asset-Based Risk Parity

September 17, 2012

The Role of Risk in Asset Allocation

September 1, 2012

Why We Don’t Rebalance

Selling Hope

Should You Be Concerned About the Government Debt

Alternative Beta — The Third Choice

November 17, 2011

Risk Parity Portfolio vs. Other Asset Allocation Heuristic Portfolios

August 17, 2011

Performance Attribution: Measuring Dynamic Allocation Skill

November 17, 2010