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Below is a weekly summary of our research findings for 6/30/25 through 7/3/25. These summaries give you a quick snapshot of our content the past week so that you can quickly decide what's relevant to your investing needs. Subscribers: To receive ...

Do private equity funds beat the public equity market, as implied by allocations of large investors such as university endowments, pension funds and sovereign wealth funds? In his June 2025 paper entitled "Apples and Oranges: Benchmarking Games and ...

Given the body of research on the outperformance of low-risk stocks, should the equity asset pricing community add a low-volatility factor in standard models of stock returns? In their June 2025 paper entitled "Factoring in the Low-Volatility Factor"

How do different asset classes interact with euro-U.S. dollar exchange rate? To investigate, we consider relationships between Invesco CurrencyShares Euro Currency (FXE) and the exchange-traded fund (ETF) asset class proxies used in the Simple Asset ...

We have updated monthly allocations and performance data for the Simple Asset Class ETF Momentum Strategy (SACEMS) and the Simple Asset Class ETF Value Strategy (SACEVS). We have also updated performance data for the Combined Value-Momentum Strategy.

The home page, Simple Asset Class ETF Momentum Strategy (SACEMS) and Simple Asset Class ETF Value Strategy (SACEVS) now show preliminary positions for July 2025. SACEMS rankings probably will not change by the close. SACEVS allocations are unlikely ...

The main criticism of conventional volatility (standard deviation of returns) as a risk metric is that weights deviations above and below the mean equally. But, is volatility still adequate for most investors as an indicator of downside risk? In his ...

Below is a weekly summary of our research findings for 6/23/25 through 6/27/25. These summaries give you a quick snapshot of our content the past week so that you can quickly decide what's relevant to your investing needs. Subscribers: To receive ...

How do different asset classes interact with U.S. dollar valuation? To investigate, we consider relationships between Invesco DB US Dollar Index Bullish Fund (UUP) and the exchange-traded fund (ETF) asset class proxies used in the Simple Asset Class ...

Could mutual fund managers achieve performance improvements by "hiring" artificial intelligence (AI) analysts? In their May 2025 working draft entitled "The Shadow Price of 'Public' Information", Ed deHaan, Chanseok Lee, Miao Liu and Suzie Noh ...