A group of our advisors attended a conference this past fall sponsored by Dimensional Fund Advisors. In his talk, "Risk Dimensions of the Market," Eugene F. Fama reviewed the latest data on the ...

Inverse residual variance (IRV) weighting reduces noise and improves factor performance. Country and industry betas replace ...

In a new working paper, Fama-French extend previous work to offer investors the possibility of capturing additional returns. It’s almost universally agreed that relative to the market as a whole, ...

There are many models to evaluate the performance of hedge funds. In this article, we analyzed the performance of the overall hedge fund index as well as different styles of hedge funds based on the ...

Factor investing originated from research done by Fama and French in the 1970s, but the premiums associated with factors have decreased over time, just like the alpha from active strategies. There is ...

Below is Validea's guru fundamental report for HONEYWELL INTERNATIONAL INC (HON). Of the 22 guru strategies we follow, HON rates highest using our Multi-Factor Investor model based on the published ...

Andy Smith is a Certified Financial Planner (CFP®), licensed realtor and educator with over 35 years of diverse financial management experience. He is an expert on personal finance, corporate finance ...

The author wishes to thank his colleague, Managing Director for Research Prof. Robert A. Jarrow, for twenty years of guidance and helpful conversations on this critical topic. The Singapore Government ...