Articoli con tag : wesley gray

Eureka! A Valuation-Based Asset Allocation Strategy that Might Work

di Finanza Operativa

A cura di Wesley R. Gray, Alpha Architect We’ve had a few posts showing that asset allocation systems relying on market valuation indicators (e.g., Shiller CAPE ratios) as a timing signal may end up in disappointment… Can market Valuations Be Effective Market-Timing Signals? Dissecting Goldman ...

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Combining Value and Momentum in Stock Selection and Market Timing

di Finanza Operativa

A cura di Wesley R. Gray, Alpha Architect Recently, we wrote two posts about how to combine Value and Momentum for stock selection purposes (Part 1 and Part 2). We followed this piece with a post on combining value and momentum for market timing purposes. In this post, we review the use of co ...

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The Sustainable Active Investing Framework: Simple, But Not Easy

di Finanza Operativa

A cura di Wesley R. Gray, Alpha Architect The debate over passive versus active investing is akin to Eagles vs. Cowboys or Coke vs. Pepsi. In short, once our preference for one style over the other is established, it becomes a proven fact or incontrovertible reality in our minds. This post is not m ...

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Crisis Alpha: Surprising Ways to Hedge Stock Portfolio Risk

di Finanza Operativa

A cura di Wesley R. Gray, Alpha Architect Investing in the current environment is difficult. Most, if not all, asset classes have high nominal prices, suggesting low nominal expected returns. Not exactly exciting. And for many investors who are retired and/or have near-term liquidity needs, investin ...

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