Alpha Architect Research Blog

Last updated on February 21st, 2016 at 04:45 pm

The Newest Alpha Architect Research and Insights

DIY Asset Allocation Weights: December 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 Real Estate Commodities ...

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

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. [ref]If you have no clue what 1042, ESOP, qualified ...

Is the Low Volatility Anomaly driven by Lottery Demand?

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

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 has been ...

Cyber Monday: Alpha Architect Book Sale

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

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 ...

In Calm Markets Should We Buy “Cheap” Put Protection?

Time for a little myth busting. Recently, the Motley Fool posted an article that argued the following: when market volatility is low, protective put options are cheap. From the article: Smart investors know that the time to buy most investments is when most investors ...

An Evidence-Based Low Volatility Investing Discussion

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Jack and I had the honor of attending the Evidence-Based Investing conference, hosted by the team at Ritholz Wealth Management. Wow. What a great event and a great group of inspiring investors and thinkers. Abe, Meb, John, Mike, and I had ...

Book Review: Investing in Foreign Stocks

In their search for strong investment returns, many investors have increasingly looked abroad to international markets. International diversification makes sense from several perspectives. For instance, we wrote here about a paper that argued that some decisions to allocate to U.S. equities ...

Long-Short Investing Might Shorten Your Investment Lifespan

Over the past several decades, academics have identified numerous variables that seem to predict future expected returns. This has led to a proliferation of so-called "factors" identified in the literature, and created what John Cochrane has labeled the "factor zoo." Now ...

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