A research library of 300+ articles on practical investing across asset classes. One new article per week.
A Sharpe ratio of 1 should be easily achievable, right?
- Creating Anti-Fragile Portfolios
Is Your Portfolio Long or Short Vol?03 August 2020
- Myth-Busting: Earnings Don’t Matter Much for Stock Returns
If earnings don’t matter, what does then?22 March 2021
- Smart Beta vs Alpha + Beta
Simplifying Equity Portfolios23 September 2019
- The Complexity of Factor Exposure Analysis
Searching for Truth28 October 2019
- Warren Buffett: The Greatest Factor Investor of All Time?
How Much Alpha Did Warren Buffett Generate?15 April 2019
- Private Equity: The Emperor has No Clothes
Replicating Private Equity with Public Equities03 December 2018
- Value Factor – Comparing Valuation Metrics
Searching for Superior Valuation Metrics07 May 2018
- The Dark Side of Low-Volatility Stocks
Long Bonds?29 October 2018
- 60/40 Portfolios Without Bonds
Time for Kingslaying.03 May 2021
- Replicating Famous Hedge Funds
Do Hedge Funds Generate Alpha or Simply Provide Factor Exposure?22 April 2019
- Do-It-Yourself High-Dividend Strategies
Generating a high return on capital while not risking the return of capital20 Nov 2023
- Hedge Funds versus Hedge Fund Replication ETFs
Clones or cousins?13 Nov 2023
- CLOs – Diversifier, or another Equity Clone?
Investigating Collateralized Loan Obligations6 Nov 2023
- Higher Volatility, Higher Alpha?
Theoretically, yes, practically, no30 Oct 2023
- Determining the Optimal Benchmark for Funds
Ask the asset manager?23 Oct 2023
- A Crescendo in Private Credit?
Returns that seem too good to be true16 Oct 2023
- Building Better High Yield Portfolios
Balancing diversification and yield9 Oct 2023
- Factor Olympics 2023 Q3
And the winner is…2 Oct 2023
- Have Stock Markets Changed?
Same old, same old, it seems.25 Sep 2023
- Don’t Convert to Convertible Bonds
Equity exposure in disguise18 Sep 2023