This content is from: Portfolio Ken French: ‘There Is No Way to Tell’ If Value Premium Is Disappearing French and his long-time co-author Eugene Fama revisit the factor they famously documented in 1992. By Amy Whyte January 29, 2020
This content is from: Portfolio Quants Find No Premium From Small Stocks But tilting portfolios toward small-caps can yield other rewards, according to Robeco researchers. By Amy Whyte September 14, 2020
This content is from: Portfolio Cliff Asness: It’s ‘Time to Sin’ The AQR co-founder has often warned against trying to time investment factors — but now he says the value factor has gotten too cheap to resist. By Amy Whyte November 07, 2019
This content is from: Portfolio Chasing New Bond Factors ‘Might Be Futile’ New research from Dimensional finds that most measures are irrelevant in predicting expected bond returns. By Julie Segal February 12, 2020
This content is from: Portfolio Why Factor Investing Isn’t Working Pension funds and endowments aren’t getting the factor premiums they desire — just uncompensated risk. By Julie Segal May 28, 2019
This content is from: Portfolio Why Value Investing Sucks Indexing, the Fed, private equity: Value investors blame many things for a decade of underperformance. Is their misery at an end? By Amy Whyte November 13, 2019
Sponsored Three Events Markets Will Be Watching as 2020 Comes to a Close Sponsored by CME Group November 30, 2020
Sponsored Good Investments Are All in the Ingredients How a career in agricultural imports prepared the director of a major Japanese pension fund for an unexpected role. Sponsored by Investment Japan November 29, 2020
