ClearMoney

DECEMBER 14, 2021

Valuation theory helps us identify relevant factors by providing insights about differences in expected returns across stocks. 3Robert Novy-Marx, “Understanding Defensive Equity” (working paper No. 7Dave Plecha and Jacobo Rodriguez, “A Market-Driven Approach to Fixed Income” (white paper, Dimensional Fund Advisors, June 2016).

Investments 52

Investments Investing Commission Distribution 52

ClearMoney

NOVEMBER 4, 2021

Exhibit 4 shows marked inconsistency in valuation characteristics for the three largest US equity momentum funds during the value premium rally of late 2020 through early 2021. Gerard O’Reilly and Savina Rizova, “ Expected Profitability: A New Dimension of Expected Returns ” (white paper, Dimensional Fund Advisors, June 2013).

Asset Allocation 52

Asset Allocation Commission Portfolio Assets 52

The Big Picture

MARCH 12, 2024

And we’ve automated the, the appraisal process for valuation, both intrinsic value, meaning like, where would we pay it, where would we buy it, and where is the fair market price that asset from that level, from price and from consumer behavior now. We’ve gathered up all the information you would need to do an appraisal.

Banking 147

Banking Marketing Marketing Investing 147

The Big Picture

NOVEMBER 25, 2024

00:21:21 [Speaker Changed] So this story came out that, oh, value is defensive because it has this valuation buffer to it 00:21:28 [Speaker Changed] In that one example. Let’s start out, you wrote a really well received white paper on the entire concept of return stacking. They took a point and they drew a line.

Portfolio 147

Portfolio Management Marketing Marketing 147

The Big Picture

OCTOBER 31, 2022

We wrote a white paper that was associated with it. SCHWARTZ: They’re writing some papers on it, but they don’t seem to reflect it. RITHOLTZ: The research department in the FOMC don’t seem to communicate. SCHWARTZ: But even broad developed markets, they’re half the valuation of the U.S.

Numbers 147

Numbers Investing Investments Marketing 147

The Big Picture

FEBRUARY 4, 2025

But still he’s communicating how wrong everybody else is and how right he’s been and why you should be pretty constructive about the state of both employment and credit and the stock market he has. White paper was about private credit, white paper was about private equity.

Economy 257

Economy Banking Economics Taxes 257