Comments on: A Framework for Investment Manager Selection: Stick to the FACTS

The finding that the recommendations from SA articles resulted in statistically significant risk-adjusted alphas (returns unexplained by conventional academic models using factors such as the mar...

https://alphaarchitect.com/2024/05/seeking-alphas-recommendations/

Higher volatility is associated with faster, initially stronger reversals, while lower turnover is associated with more persistent, ultimately stronger reversals How Volatility and Turnover Aff...

https://alphaarchitect.com/2024/05/how-volatility-and-turnover-affect-return-reversals/

To date, the best metric we have for forecasting future equity returns and the ERP is current valuations. An interesting question is whether more complicated methods using newly developed machine...

https://alphaarchitect.com/2024/05/forecast-equity-risk-premium/

The following factor performance modules have been updated on our Index website. Global Factor Performance: May 2024 was originally published at Alpha Architect . Please read the Alpha Archit...

https://alphaarchitect.com/2024/05/global-factor-performance-may-2024/

How do female appointments to top management teams (TMTs) affect a firm's approach to knowledge-related strategic renewal? What Changes after Women Enter Top Management Teams? was originally p...

https://alphaarchitect.com/2024/05/women-management-teams/