Index        Research        Teaching        Bio-Vitae         Media        中文版

 

 

 

 

Media Mention (媒体报道)

 

美国的投资规律是否适用于中国? 伍治坚证据主义, June 27, 2018

 

不忘初心, 砥砺前行, 清华大学五道口金融学院, June 14, 2018

 

Replicating anomalies in the Chinese A-share market, in Chinese, 新浪财经, 东北金工研究, March 7, 2018

 

Will a falling stock market take the job market along with it on the way down? by Martha C. White, NBCNews.com, February 9, 2018

 

“Factor investing” gains popularity, The Economist, February 1, 2018 [pdf]

 

The value effect and macroeconomic risk, alphaarchitect.com, by Larry Swedroe, January 9, 2018

 

Podcast interview: The economics of value investing (价值投资经济学), in Chinese, by Zhijian Wu, CEO, Woodsford Capital Management, Zhijian’s Evidentialist Channel (伍治坚证据主义) [transcript]

 

A reality check on stock-market ‘anomalies’, by Wesley Gray, The Wall Street Journal, November 5, 2017 [pdf]

 

Asset type matters with factors, ETF.com, by Larry Swedroe, October 30, 2017 [pdf]

 

Want to learn more about factor investing? Read this, ValueWalk.com, by Alpha Architect, October 26, 2017 [pdf]

 

Factor investing conversation with Lu Zhang, my blog interview with Wesley Gray, CEO/CIO, Alpha Architect, LLC, October 26, 2017 [pdf]

 

Takeaways from a non-phd who powered through a 144-page factor investing paper, alphaarchitect.com, by Ryan Kirlin, October 25, 2017 [pdf]

 

447种股票异常, 你看花眼了吗?! In Chinese, 网易, 理财纪 [pdf]

 

Retesting investment anomalies with Dr. Lu Zhang, by Jeremy Schwartz, wisdomtree.com, October 17, 2017 [pdf]

 

Replicating anomalies, ValueWalk.com, October 15, 2017 [pdf]

 

Behind the Markets on Wharton Business Radio, hosted by Jeremy Schwartz and Wesley Gray, October 13, 2017

 

Replicating anomalies, alphaarchitect.com, by Wesley Gray, October 13, 2017 [pdf]

 

A 5 factor evaluation, ETF.com, by Larry Swedroe, September 25, 2017 [pdf]

 

Replicating anomalies, hedge.lu.com, July 3, 2017

 

Attention aux fake strategies smart beta, Associés en Finance, in French, June 30, 2017

 

Replicating anomalies in financial markets with Hou, Xue, and Zhang, The Economics Detective Radio, June 30, 2017

 

Bursting the big data bubble…. with theory, RealClearAgriculture.com, June 23, 2017

 

Replicating scientific research: Ugly truth, True Economics, June 16, 2017 [pdf]

 

Hou, Xue, and Zhang: Replication controversies in finance and accounting, The Replication Network, June 14, 2017 [pdf]

 

Financial anomalies are contingent on being unknown, Statistical Modeling, Causal Inference, and Social Science, June 10, 2017 [pdf]

 

Are markets efficient if you are a particle physicist? Prof. Jayanth R. Varma’s Financial Markets Blog, June 7, 2017

 

Mast investment letter, Mast Investment Advisors LLC, June 2017

 

My smart beta ETF premised on cats rang up an 849,751% return, Bloomberg [pdf]

 

Reexamining accepted market wisdom, TwoPlusTwo Magazine [pdf]

 

E’ possibile battere il mercato? Finanzaoperativa.com

 

One by one, the anti-EMH arguments collapse, TheMoneyIllusion.com [pdf]

 

What’d You Miss?” (57:29), Bloomberg, May 24, 2017

 

A practical approach to factor-based investing, The Globe and Mail, May 23, 2017 [pdf]

 

Most stock anomalies fake news? CXO Advisory, May 23, 2017

 

All about microcaps, Daily Speculations, May 23, 2017

 

Problems with the factor zoo, by Larry Swedroe, ETF.com, May 19, 2017 [pdf]

 

How well do anomalies in finance and accounting replicate? The Replication Network

 

P-hacking versus skin in the game: How can understanding incentive structures help us think about market efficiency? Episodeblog.com, Allocationblog.com [pdf]

 

Weekly top 5 papers – May 15th 2017, The SSRN Blog

 

P-hacking in anomaly research, Diary of Imaginary, in Japanese

 

Most supposed market anomalies don’t exist, or are too small to matter, FamilyWealth news, May 15, 2017 [pdf]

 

Which anomalies are legit? Portfolio123.com

 

Kicking the tires of market anomalies, by James Mackintosh, The Wall Street Journal, Business & Finance B1-B2, May 12, 2017 [pdf]

 

When researchers and investors walk into a bar, the investors get hammered, by Jason Zweig, The Wall Street Journal, May 12, 2017 [pdf]

 

Active manager lags despite research, by Larry Swedroe, ETF.com, May 12, 2017 [pdf]

 

WSJ: Most market anomalies academics have identified don’t exist, Bogleheads.org

 

An algorithm, an ETF and an academic study walk into a bar, by James Mackintosh, The Wall Street Journal, May 11, 2017 [pdf]

 

Ivory tower wonks help traders make a quick buck, by Noah Smith, Bloomberg, May 11, 2017 [pdf]

 

Cleaning out the factor zoo, by James Picerno, The Capital Spectator, May 11, 2017, Investing.com, May 11, 2017, Seeking Alpha, May 12, 2017

 

Half anomalies are fantasy of the discoverers, IEXProfs, in Dutch, May 11, 2017

 

Do you think behavioral anomalies will persist? Bogleheads.org

 

Do trading costs destroy factor investing? ValueWalk.com

 

Anomalies, pitches, and promises, by Matt Levine, Bloomberg, May 9, 2017 [pdf]

 

Research paper says most market anomalies are imaginary, by Eric Weiner, The Globe and Mail, May 9, 2017 [pdf]

 

Forget factors, paper says most market anomalies are imaginary, by Eric Weiner, Bloomberg, May 9, 2017 [pdf]

 

A new paper just took a huge shot at some of the world’s hottest investments, by Eric Weiner, Bloomberg, May 8, 2017 [pdf]

 

Market anomalies fail to replicate, MarginalRevolution.com

 

Replicating anomalies, No Hesitations

 

How to make trouble, Anti-Dismal.com

 

Financial research, data mining, and star wars (金融研究,数据挖掘与星球大战), in Chinese, 辍耕录 [pdf]

 

投资CAPM, Diary of Imaginary, in Japanese, March 16, 2017

 

Factor investing is more art, and less science, by Wesley Gray, Alpha architect, February 3, 2017 [pdf]

 

A new four-factor investing model, by Larry Swedroe, BAM Intelligence, June 22, 2016 [pdf]

 

Applications of quantitative investment models in asset management (量化投资模型在资产管理中的策略与应用), in Chinese, 陆想汇, 雪球, June 17, 2016 [pdf]

 

Lu Zhang: The q-factor model can be used in quantitative investment management (张橹: q-因子模型可用于量化投资管理), in Chinese, Shanghai Financial News (上海金融报), June 17, 2016 [pdf]

 

The academic finance papers that changed my mind, by Wesley Gray, Alpha architect, May 5, 2016 [pdf]

 

Battle of new factor models, by Larry Swedroe, ETF.com, August 7, 2015 [pdf]

 

Is outperforming the market alpha or beta? by Larry Swedroe and Andrew Berkin, The AAII Journal, American Association of Individual Investors, June 2015 [pdf]

 

Using profitability as a factor? Perhaps you should think twice…, by Wesley Gray, Alpha architect, June 10, 2015  [pdf]

 

Passive investing’s foundations, by Larry Swedroe, ETF.com, December 8, 2014 [pdf]

 

A new benchmark model for estimating expected stock returns, Oxford University Press, November 12, 2014 [pdf]

 

Understanding the value premium, by Larry Swedroe, ETF.com, November 12, 2014 [pdf]

 

Stock anomaly smorgasbord-Wow! by Wesley Gray, Alpha architect, November 7, 2014 [pdf]

 

Improving on Fama-French, by Larry Swedroe, ETF.com, March 21, 2014 [pdf]

 

Challenge to the Fama French three factor model, Bogleheads.org

 

The expected value premium, CFA Institute Publications

 

Explaining the value premium, Index Fund Advisors, February 11, 2002 [pdf]

 

The countercyclical value premium? CXO Advisory

 

Is value riskier than growth? Edhec-Risk

 

The value of value, Advisor Perspectives

 

Smart beta: Strategies and implementation, PNC.com

 

Factor investing, tickrz.com

 

Value investing: Timeless reading, ValueWalk.com