BAM Intelligence

Hedge Fund Activity Is No Gauge of Outperformance

A Larry Swedroe unpacks these findings, and explains why they offer yet another reason investors should avoid a loser’s game. Read more

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Financial Distress and Stock Returns

Larry Swedroe looks at research into the anomaly that exists in the relationship between default risk and equity returns. Read more

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Are You Compensated for Fat Tail Risk?

Larry Swedroe tackles new research into “fat tails” and how this seemingly intuitive measure of risk actually affects equity prices. Read more

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Factor-Based Investing Remains Alive and Well

After looking into whether the “curse of popularity” has impacted factor premiums’ sustainability, Larry Swedroe can only conclude that it seems clear rumors of the death of factor-based investing are premature. Read more

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Active Management Can’t Crack Inefficient Markets

Larry Swedroe unpacks the newly released year-end 2017 SPIVA report and its look at active management’s underwhelming performance. Read more

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