Ranked #1
Negative Equity, Veiled Value, and the Erosion of Price-to-Book (EP.05)
Negative Equity, Veiled Value, and the Erosion of Price-to-Book (EP.05)
The price-to-book ratio has a problem. Accounting distortions are causing record numbers of U.S. companies to report ne... Read more
8 May 2018
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32mins
Ranked #2
A Returns-Based Approach for Allocating U.S. Microcap into Equities Portfolios (EP.04)
A Returns-Based Approach for Allocating U.S. Microcap into Equities Portfolios (EP.04)
“Traditional” asset allocation favors capacity-based frameworks that are overly-reliant on flawed market cap-weighted i... Read more
1 Dec 2017
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23mins
Ranked #3
Factors from Scratch (EP.06)
Factors from Scratch (EP.06)
A look back, and forward, at how, when, and why factors work
20 Sep 2018
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34mins
Ranked #4
Finding the Factor Alpha in REITs (EP.03)
Finding the Factor Alpha in REITs (EP.03)
According to our research, the efficacy of factor signals in real estate investing has largely been upstaged by the fa... Read more
10 Oct 2017
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27mins
Ranked #5
The Factor Archives: A History of Factor Investing (EP.07)
The Factor Archives: A History of Factor Investing (EP.07)
While they may not have been known by the same names, many modern investment factors have historical roots stretching ba... Read more
20 Nov 2019
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23mins