Are Factor Returns Really Sector Returns? June 5, 2019 This paper evaluates the behavior of a wide range of factors and proposes a methodology to determine the degree to which a factor’s returns are Read More »
Constructing Long RIA Equity Portfolios From Factors April 5, 2019 This paper describes the behavior of a wide range of equity valuation, growth, profitability, and momentum factors and methods by which to use those those Read More »