Practical analysis for investment professionals

Data-Driven Investor


Managing Regret Risk: The Role of Asset Allocation

Regret risk is a quantifiable phenomenon. The answer for some clients may be equally weighted portfolios.

Don’t Bank on the Equity Risk Premium

Sometimes, regardless of the holding period, stocks do underperform in absolute terms or relative to bonds.

The Remarkable Story of Style Regimes: For the Data-Driven Investor

Growth and value style returns are the market's veritable gulf stream, and investors should not ignore their powerful currents.



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