Alpha Architect Research Blog

The Newest Alpha Architect Research and Insights


DIY Asset Allocation Weights: November 2016

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Do-It-Yourself tactical asset allocation weights are posted. Create a free account here if you want to access the site directly. Sign in here if you already have a free account. Strategy Date Domestic Value Domestic Mom Int'l. Value Int'l. Mom ...

Tom Cruise — Watch out! We got a new 1042 ESOP QRP Expert on Deck!

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We wanted to formally welcome the newest addition to the Alpha Architect team, Doug Pugliese, who joins us as Director of Portfolio Services and heads up the firm’s 1042 ESOP solutions practice. If you have no clue what 1042, ESOP, ...

Is the Low Volatility Anomaly driven by Lottery Demand?

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A few years ago I wrote a summary on a working paper titled "A Lottery Demand-Based Explanation of the Beta Anomaly." The paper is still a working paper, and has been updated (unfortunately they took out a neat picture from ...

Active Fee Over Time: Retail and Institutional Trends Over Time

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We've been focused on understanding how to communicate the concept of active fee to the broader investment community. Active fee is an important concept because it helps investors make more informed and educated decisions -- a great thing! The concept ...

Cyber Monday: Alpha Architect Book Sale

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Are you looking to empower an investor through education this holiday season? Now's your chance! All three of our books are on sale for $9.99 through November (3 days). Hurry! An accessible introductory book for motivated investors: DIY Financial Advisor ...

Great Minds Agree to Disagree on the Source of the Value Investing Premium

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Active investing sounds so easy. But we all know it is extremely difficult. Ask any deep value investor how they have felt over the past few years (although, they are feeling a lot better recently). Certainly, any credible active investor ...

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