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In this week’s post, we discuss three papers. The first post, written by Wes, covers a deep-dive into trend-following on equities. The second post, written by Andrew Miller, examines Large-Cap Value portfolios. The last post, written by Larry Swedroe, examines Active Management. Trend Following: The Epitome of No Pain, No Gain https://alphaarchitect.com/2019/06/26/trend-following-the-epitome-of-no-pain-no-gain/ Large-Cap Price-to-Book Investing: What is Dead May Never Die https://alphaarchitect.com/2019/06/25/large-cap-price-to-book-investing-what-is-dead-may-never-die/ Is Active Management Skilled? If So, Who Benefits? https://alphaarchitect.com/2019/06/28/is-active-management-skilled-if-so-who-benefits/
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