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Working Paper
Does Dividend Policy Foretell Earnings Growth?
December 1, 2001
Many market observers see low dividend payouts as a sign of high future earnings growth to come. However, our evidence suggests that real-world complications can confound the expected relationship between current payouts and future earnings.
Working Paper
The Bubble Has Not Popped
October 24, 2001
Many called the stock market “undervalued” in 2002, based on how far and fast it had fallen over the prior two years. But this 2002 article contends that stocks are not necessarily cheap after the decline.
Working Paper
The August of Our Discontent
September 21, 2007
The summer of 2007 caused some turmoil in the world of quantitative investing, leading to questions about quant investing in general and specific questions about what happened in July and August. We've tried to answer some of those questions here.
Working Paper
One Reason Not to Avoid Market Timing
August 5, 1998
Market timing should be undertaken only to the extent an investor feels his skills overcome the hurdles.
Journal Article
Rubble Logic: What Did We Learn From the Great Stock Market Bubble?
January 11, 2005
On the face of it, using historical stock returns to forecast for the future seems unimpeachable.
Journal Article
Investing with Style
January 2, 2015
Investors are bombarded with a variety of investment strategies and alternatives from an ever-growing and increasingly complex financial industry, each claiming to improve returns and reduce risk.
Journal Article
Leverage Aversion and Risk Parity
January 1, 2012
In recent years, a new approach to asset allocation called risk parity (RP) has been gaining in popularity among practitioners.
Journal Article
Why Not 100% Equities
December 1, 1996
In a 1994 article “College and University Endowment Funds: Why Not 100% Equities?” Richard H.
Journal Article
My Top 10 Peeves
February 21, 2014
Certain things said or done in our industry or said about our industry that have bugged me for years.
Journal Article
International Diversification Works (Eventually)
May 1, 2011
Critics of international diversification observe that it does not protect investors against short-term market crashes because markets become more correlated during downturns.