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November 29, 2018
Why Combining Factor Premiums Makes Sense

By Sheldon P. McFarland

In a recent blog post we showed that the value, small cap, and profitability factor premiums can turn negative for extended periods of time. In that discussion we focused on individual factor pre... Read more

Investing

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March 15, 2016
A Closer Look at the Value Premium

By Jerrod L. Foster

There have been 164 one-year rolling time periods with a negative international value premium since 1972; however, a positive international value premium occurred 65.90% of the time. We see a les... Read more

Investing

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