Month: April 2017
Yours truly will be attending the Evidence-Based Investing Conference (June 25th - 27th, 2017). The agenda and line-up looks nothing short of spectacular.
Research Affiliates has published new research showing managers fail to capture theoretical factor returns. But is it their research method flawed?
It is often assumed that declining interest rates were a significant boon to fixed income returns over the last several decades; but is that true?
Over the last 15 years, the ex-post credit premium has been non-existent. Are corporate bonds worth it or should be just invest in Treasuries?
Why quants don’t pick stocks
By Corey Hoffstein
On April 24, 2017