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Academic Research Insight: Can Bond Portfolios Be “Factorized”?

By Tommi Johnsen, PhD on Aug 14, 2017 11:47 am
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MARCH FOR THE FALLEN WEEKLY TRAINING SERIES: FOOTWEAR & FOOT CARE

By Wesley R. Gray, Ph.D. on Aug 13, 2017 12:47 pm
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Trend-Following with Valeriy Zakamulin: Anatomy of Trading Rules (Part 4)

By Valeriy Zakamulin on Aug 13, 2017 11:30 am
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Recent Articles:

TREND-FOLLOWING WITH VALERIY ZAKAMULIN: TECHNICAL TRADING RULES (PART 3)
Diversification Benefits of Time Series Momentum
Volatility Premium, Covered Call Selling, and Knowing What You Own
Academic Research Insight: Diagonal Models versus 1/N Diversification
March for the Fallen Weekly Training Series: Workout Plan
Wesley R. Gray, Ph.D.
Alpha Architect empowers investors through education. Wes is the firm's CEO, a value and momentum Investor, and a former US Marine.
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Alpha Architect claims compliance with the Global Investment Performance Standards (GIPS®) and has prepared and presented this report in compliance with the GIPS standards. Our firm has not been independently verified.

Past performance is not indicative of future results. This is not a recommendation to purchase or sell any security. There is no guarantee that the strategies discussed will prove to be profitable. The firm reserves the right to modify its current investment strategies and techniques based on changing market dynamics or client needs. It should not be assumed that any of the strategies discussed will prove to be profitable, or that the investment recommendations or decisions made in the future will prove to be profitable. Investing in the stock market carries significant risk, including the risk of loss of all or a substantial portion of the amount invested. Indexes are unmanaged, do not reflect management or trading fees, and one cannot invest directly in an index.

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