Alpha Architect

How I Explain Crappy Returns

Is Active Investing Doomed As A Negative Sum Game? A Critical Review.

Asset Allocation vs. Factor Allocation – Can We Build a Unified Method?

International Evidence on Factor Premiums

The market impact of rebalancing factor investing strategies

Are Earnings Forecasts of Sell-Side Analysts Biased?

Enterprise Multiples and Equity Country Allocations

Forbidden Knowledge: Long-Only Academic Factors are Also Cool

The Quality Factor – What Exactly Is It?

Costs And Benefits Of ESG Investing

Quantitative Investing: The Solution to Human Bias (Wes Gray)

What Returns Should Investors Expect From Private Equity

Core Earnings: New Data and Evidence

Superstar Investors

Alternative Investments – A Field Manual

Quality: Independent attributes or a real factor?

A Framework For Creating Model Portfolios

Short-Duration Stock Anomaly: Risk or Mispricing

An Analysis of “Graham’s Net-Nets: Outdated or Outstanding?”

Using Firm Characteristics to Enhance Momentum Strategies

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