Research Library
- Systematic Value Investing: Who is King? (Clients Only)
- EQV after eliminating outliers (Clients Only)
- Combining EQV and Momentum (Clients Only)
- Enhancing the Traditional 60/40 Strategy (Clients Only)
- The Harsh Reality of Value Investing (Clients Only)
- Concentrated Mega-Cap Quantitative Value
- EQV and the SP 500 Universe (Clients Only)
- EQV and Portfolio Concentration (Clients Only)
- EQV and Industry Concentration (Clients Only)
- EQV without Tech Firms (Clients Only)
- EQV and Low Volatility/Beta Stocks (Clients Only)
- EQV and Short Interest (Clients Only)
- Enhanced Index Investing, May 2013 (Clients Only)
- Tactical Asset Allocation During Cheap Markets, May 2013
- Volatility Carry Allocation, April 2013
- Momentum Based Allocation (MBA), April 2013
- Do Valuations Matter for Practical Market Timing? No., April 2013
- Man vs. Machine (Updated), April 2013
- What Happens when Risk Parity Divorces the Long Bond?, March 2013
- Enhanced Book to Market Research Report, March2013 (Clients Only)
- Volatility Based Allocation (Advanced Version), February 2013 (Clients Only)
- Biotech Research Report, February 2013 (Clients Only)
- Correlation-Based Allocation (Advanced Version), February 2013 (Clients Only)
- Correlation-Based Allocation, January 2013
- Welcome to the Hedge Fund Hurt Locker, December 2012
- Volatility Based Allocation, November 2012
- The Truth about Bonds, August 2012
- A Horse Race Between Tactical Asset Allocation Models, July 2012
- Risk Parity Research Summary, May 2012
- Value and Momentum, March 2012
- Diversification Benefits of Momentum and Value, February 2012
- Technicals and Value Investing don't Mix, January 2012
- Market Efficiency in the NFL Draft: May 2013
- Effects of Amount of Information on Judgement Accuracy and Confidence: April 2013
- CEO Overconfidence and Corporate Investment: March 2013
- Investor Inattention and Friday Earnings Announcements: February 2013
- The Effect of Reference Point Prices on Mergers and Acquisitions: January 2013
- Applied Academic Research: April 2013
- Applied Academic Research: February 2013
- Applied Academic Research: January 2013
- Applied Academic Research: December 2012
- Applied Academic Research: June 2012
- Applied Academic Research: May 2012
- Applied Academic Research: April 2012
- Applied Academic Research: March 2012
- All papers by Wesley Gray, Ph.D.
- All papers by Jack Vogel
- All papers by Steve Crawford, Ph.D.
- All papers by Richard Price, Ph.D.
- All papers by Hui Chen, Ph.D.
- All papers by Gil Sadka, Ph.D.
All research is available via Bloomberg Marketplace (BMART). Type <GO> BMART