Manisha Thakor brings Buckingham’s Steve Weiss on the MoneyZen Podcast to discuss some of the ins and outs of Social Security. Manisha Thakor brings Buckingham’s Steve Weiss on the MoneyZen Podcast to discuss some of the ins and outs …Read More.
Turns out the “smart money” often isn’t. Larry Swedroe on who, exactly, exploits market anomalies. Institutional investors are generally considered “smart money” that exploits the behavioral biases of “dumb” retail money. However, there have been some holes poked …Read More.
Larry Swedroe compiles his list of financial predictions to watch for the year. Every year, I like to keep track of the predictions “gurus” and other market observers make for the upcoming year, specifically the ones they say …Read More.
For some, fiduciary is just a headline. For us, “It’s who we are.” The word fiduciary has been in the news a lot of late, from Wall Street to Washington, but it’s a word that has always been part of …Read More.
Diseconomies of scale and their impact on active manager performance. There is a large body of overwhelming evidence that past performance is at best a poor predictor of active managers’ future performance. That is why the SEC requires …Read More.
Larry Swedroe unpacks research on the impact that short-selling a firm’s stock can have on that company’s bond returns. …Read More.
Jim Gallagher of the St. Louis Post-Dispatch taps Larry Swedroe to discuss some of the reasons why you shouldn’t listen to market forecasts. What are the top contenders? Often terrible accuracy, an interest in steadfast optimism and that …Read More.
Manisha Thakor talks about joyful work and finances with Gur Tsabar. …Read More.
Larry Swedroe surveys the benefits and drawbacks of the rise of ETFs. …Read More.
Retirement readiness in America: Manisha Thakor and Catherine Collinson of TCRStudies unpack the risks and trends. …Read More.
Last week, we examined the data (from my new book, “Your Complete Guide to Factor-Based Investing,” which I co-authored with Andrew Berkin) on the odds that the premiums associated with some common investment factors would produce a negative …Read More.
The results of the U.S. presidential election not only surprised almost all the gurus who were saying that a Hillary Clinton victory was a sure thing, but also those forecasting that, if by some miracle Donald Trump won, …Read More.
As I have been discussing in a series of articles (which you can find here, here and here), we now have a substantial body of evidence demonstrating that individual investors possess a preference for low-priced equities. This is …Read More.
Asset pricing models imply that equity portfolios’ time-varying exposure to the market risk and uncertainty factors carries with it positive risk premiums. Turan Bali and Hao Zhou contribute to the body of literature on this topic through the study “Risk, …Read More.
Eugene Fama and Kenneth French’s seminal 1992 paper, “The Cross-Section of Expected Stock Returns,” resulted in the development of the Fama-French three-factor model. This model added the size and value factors to the market beta factor. One of …Read More.
