Below is a weekly summary of our research findings for 4/12/21 through 4/16/21. 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 these weekly digests via email, click here to sign up for our mailing list.
- Retirement Income Planning Model
Investors may achieve retirement planning comfort by matching investment strategies to their individual risk aversion/flexibility profiles. - Facing Down Inflation
Evidence indicates that commodities and trend strategies perform well, and equities and government bonds perform poorly, during inflation episodes. - Measuring the Size Effect with Capitalization-based ETFs
Evidence from simple tests of capitalization-based ETFs with nearly 21 years of data offers little support for belief in a long-term, reliably exploitable size effect among U.S. stocks. - Updating Evidence on Equity Index Covered Calls and Protective Puts
Covered calls on SPY are attractive on a gross basis across a range of moneyness, but protective puts are not. - Stock Factor/Anomaly Momentum
Evidence indicates that investors may be able to exploit stock factor momentum by focusing on factors with the most positive recent returns.
