Investing Research Articles

…investors may be able to use the Fed Model to enhance risk-adjusted returns via reduced portfolio volatility.

…investors with low-middle risk tolerance may accrue significant diversification benefits from adding proxies for real estate, commodities and high yield bonds to traditional portfolios of stocks, government bonds and cash.

…evidence from this laboratory test suggests that individuals tend to accept without checking the risk-reward judgments of financial experts.

…The Ivy Portfolio offers investors a well-reasoned, well-documented, easily understood and easily implemented approach to long-term, self-directed portfolio management based on disciplined asset class diversification enhanced by momentum. While investors should expect to underperform the modeled level of returns, the approach has considerable support from formal research.

…a portfolio that combines value and momentum strategies across global equity markets and other asset classes may offer investors relatively high returns with low volatility.

…mutual fund investors are more likely to find outperformance in funds that emphasize stock selection rather than general market timing.

…evidence suggests that Google search frequency data may disproportionately measure the attention of naive investors/traders and therefore indicate some temporary price pressure for small capitalization stocks.

…evidence suggests that simple win-loss percentages from recent trades influence the future trading behavior of individuals, especially inexperienced traders, far more than does past bottom-line level of profitability of trades. Individual traders may want to consider whether they are motivated more by being right than by making money.

…investors should not view the mutual diversification power of stocks and bonds as constant for planning horizons of less than a complete business cycle.

…limited evidence from out-of-sample tests of TradingMarkets.com 2-day RSI trading rules for ETFs are mixed regarding a belief that they are reliably profitable. The reported in-sample results may have substantial data snooping bias.