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 Cliff Asness Has Once Again Come to Value’s Defense After another bad year for value investing, the AQR co-founder is back to explain why the expected return for the strategy is better than you think. By Amy Whyte March 08, 2021
This content is from: Culture Value Investing’s Old Rules ‘Have Outlived Their Usefulness,’ Academics Argue Today’s value strategies are too “rigid and ritualistic” — and their underperformance is more than a “passing phase,” according to researchers Bradford Cornell and Aswath Damodaran. By Amy Whyte February 23, 2021
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
