Books
Dual momentum
What works on Wall Street
You can be a stock market genius
The little book that beats the market
Quantitative value
Deep Value
Expected returns
Adaptive asset allocation
Quantitative Value Investing in Europe
The Net Current Asset Value Approach to Stock Investing
The intelligent Investor
Security Analysis
The big secret for the small investor
Global Asset Allocation
Shareholder Yield
Global Value
Quantitative momentum
Common sense investing
Invest with the house
The future for investors
Stocks for the long run
Standard deviation, flawed assumption, tortured data and other ways to lie with statistics
A wealth of common sense
A random walk down Wall Street
One up on Wall Street
Winning the loser's game
Contrarian investment strategies: The Phsycological edge
Behavioral portfolio management
Trend Following with Managed Futures: The Search for Crisis Alpha
Dual momentum
What works on Wall Street
You can be a stock market genius
The little book that beats the market
Quantitative value
Deep Value
Expected returns
Adaptive asset allocation
Quantitative Value Investing in Europe
The Net Current Asset Value Approach to Stock Investing
The intelligent Investor
Security Analysis
The big secret for the small investor
Global Asset Allocation
Shareholder Yield
Global Value
Quantitative momentum
Common sense investing
Invest with the house
The future for investors
Stocks for the long run
Standard deviation, flawed assumption, tortured data and other ways to lie with statistics
A wealth of common sense
A random walk down Wall Street
One up on Wall Street
Winning the loser's game
Contrarian investment strategies: The Phsycological edge
Behavioral portfolio management
Trend Following with Managed Futures: The Search for Crisis Alpha
Papers & blog posts
Optimal Momentum: A Global Cross Asset Approach
Two Centuries of Multi-Asset Momentum (Equities, Bonds, Currencies, Commodities, Sectors, and Stocks)
Time Series Momentum
Absolute Momentum: A Simple Rule-Based Strategy and Universal Trend Following Overlay
A Century of Evidence on Trend-Following Investing
What has worked in investments
Time Series and Cross-Sectional Momentum Strategies Under Alternative Implementation Strategies
Over or Under? Momentum, Idiosyncratic Volatility and Overreaction
Mean Reversion in Stock Prices: Evidence and Implications
An Anatomy of Calendar Effects
Size Matters: Tail Risk, Momentum, and Trend Following in International Equity Portfolio
Two Centuries of Trend Following
When Do Stop-Loss Rules Stop Losses?
Time Series and Cross-Sectional Momentum Strategies Under Alternative Implementation Strategies
Over or Under? Momentum, Idiosyncratic Volatility and Overreaction
Mean Reversion in Stock Prices: Evidence and Implications
An Anatomy of Calendar Effects
Size Matters: Tail Risk, Momentum, and Trend Following in International Equity Portfolio
Two Centuries of Trend Following
When Do Stop-Loss Rules Stop Losses?
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
Taming Momentum Crashes: A Simple Stop-Loss Strategy
Craftsmanship Alpha: An Application to Style Investing
Taming Momentum Crashes: A Simple Stop-Loss Strategy
Craftsmanship Alpha: An Application to Style Investing
Alpha within Factors
Adaptive Asset Allocation: A Primer
A Quantitative Approach to Tactical Asset Allocation
The Risk Premium of Gold
A Comprehensive Look at the Empirical Performance of Moving Average Trading Strategies
Simple and Effective Market Timing with Tactical Asset Allocation Part 2 - Choices
GLOBAL EQUITY MOMENTUM: A CRAFTSMAN’S PERSPECTIVE – EXECUTIVE SUMMARY
Timing Luck and Portfolio Tranching
Adaptive Asset Allocation: A Primer
A Quantitative Approach to Tactical Asset Allocation
The Risk Premium of Gold
A Comprehensive Look at the Empirical Performance of Moving Average Trading Strategies
Simple and Effective Market Timing with Tactical Asset Allocation Part 2 - Choices
GLOBAL EQUITY MOMENTUM: A CRAFTSMAN’S PERSPECTIVE – EXECUTIVE SUMMARY
Timing Luck and Portfolio Tranching