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Trend
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Behavioral
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Trend
Following
A comprehensive look at the Empirical Performance of Moving Average Trading Strategies.
December 11, 2015 Download PdfAvoiding the Big Drawdown with Trend-Following Investment Strategies
August 13th, 2015 Download PdfVolatility
Clustering
Volatility Clustering in Financial Markets: Empirical Facts and Agent-Based Models
Download PdfA Nonlinear Structural Model for Volatility Clustering
August 2000 Download PdfBehavioral
Finance
Anomalies: The Endowment Effect, Loss Aversion, and Status Quo Bias
December 1991 Download PdfFind additional insights into Loss Aversion here
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Equity markets continue to be overvalued based on traditional valuasiton measures such as Price to Earnings and Market Cap expansions relative to GDP. Despite low interest rates and historically high levels of liquidity – two key factors that may justify higher valuations in the near-term, we don’t believe that this time is different over longer-term investment horizons.
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