Investment Decision Making
What are the most widely used causality tests in the equity markets?
This book provides the insights and tools investors need to improve their investing outcomes.
Portfolio Pi and Portfolio Eta are new decision metrics that connect investment objectives and risks.
The end of the loose money era may offer an opportunity for tactical asset allocation.
How have moving averages performed as an investment strategy over the decades?
Standard deviation fails to characterize risk in a way that matters to most investors.
Identifying investment objectives and achieving stakeholder buy-in is the critical first step in connecting these objectives to portfolio construction.
The story of the markets over the last 10 years has been one of remarkable change. Yet economies are still struggling.
The last Financial Analysts Journal issue of 2021 features examinations of machine learning. tax-loss harvesting, and more.
Actively managed funds can serve plan participants well.