Whitepaper featured on Alpha Architect

My asset allocation whitepaper was recently featured in two posts on Alpha Architect.  The results were verified and then extended using more extreme component portfolios and ETFs.  Most readers here probably read AA but check the links if you missed them. Comments and questions are welcome.

Post 1

Post 2


3 thoughts on “Whitepaper featured on Alpha Architect

  1. Hi, I saw the paper in the AA website… For practical applications one would need to know HML in real-time, however… How would you get it, since the FF has a 2-mo lag?

  2. Pingback: The Whole Street’s Daily Wrap for 9/18/2014 | The Whole Street

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