top of page
NEWS & UPDATES
September is the worst month for U.S. stocks, and no one knows why
“If a convincing explanation for the September effect were ever found ... the historical pattern would quickly disappear.” Larry Tint,...
Alpha Signals, Smart Beta, and Factor Model Alignment
In Alpha Signals, Smart Beta, and Factor Model Alignment, Terry Marsh of the University of California, Berkeley and Quantal, and Paul...
Do Portfolio Managers Underestimate Risk by Overanalyzing Data?
New research questions whether “smart” beta is always smart. http://www.gsb.stanford.edu/insights/do-portfolio-managers-underestimate-ris...
bottom of page