In this week’s post, we discuss three papers. The first post, written by Wes, covers a deep-dive into trend-following on equities. The second post, written by Andrew Miller, examines Large-Cap Value portfolios. The last post, written by Larry Swedroe, examines Active Management.
Trend Following: The Epitome of No Pain, No Gain
https://alphaarchitect.com/2019/06/26/trend-following-the-epitome-of-no-pain-no-gain/
Large-Cap Price-to-Book Investing: What is Dead May Never Die
https://alphaarchitect.com/2019/06/25/large-cap-price-to-book-investing-what-is-dead-may-never-die/
Is Active Management Skilled? If So, Who Benefits?
https://alphaarchitect.com/2019/06/28/is-active-management-skilled-if-so-who-benefits/