Portfolio Valuation White Paper 
The Big Picture
SEPTEMBER 3, 2024
All of their portfolio managers not only are substantial investors in each of their funds, but they do a disclosure year that shows each manager by name and how much money they have invested in their own fund. So we really think that it creates alignment to have our portfolio managers meaningfully owning shares of the funds that they manage.
Inside Information
DECEMBER 26, 2023
He published a number of white papers around the turn of the century that predicted a dystopian professional landscape composed of a small handful of giant RIAs and a few smaller firms scurrying under their feet, looking for table scraps. Mark Hurley seems to be addicted to predicting the future.
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Brown Advisory
JUNE 21, 2017
Instead, they’ve turned to indexing their portfolios to the S&P 500 ® Index or some other relevant benchmark, thereby accepting “average” performance rather than trying for something better. Portfolios with greater active share could be said to reflect more independent thinking on the part of the managers.
Brown Advisory
JUNE 21, 2017
Instead, they’ve turned to indexing their portfolios to the S&P 500 ® Index or some other relevant benchmark, thereby accepting “average” performance rather than trying for something better. Portfolios with greater active share could be said to reflect more independent thinking on the part of the managers. Manager Characteristics.
ClearMoney
NOVEMBER 4, 2021
As with many things in life, the truth is somewhere between the extremes: While both simulated and real-world data suggest momentum may not be suitable as a driver of long-term asset allocations, we believe momentum considerations can be integrated in a cost-effective way to help inform daily portfolio management decisions. A Matter of Time.
ClearMoney
DECEMBER 14, 2021
In Dimensional’s case, systematic fixed income is hardly new; we have been managing fixed income portfolios since 1983. 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.
Brown Advisory
SEPTEMBER 22, 2017
Hundreds of academic studies and thousands of media commentaries have taken different angles on this issue, with the conversation centered on one key question: Does the incorporation of ESG factors in portfolios help, hurt, or do nothing to returns? Can we also generate predictable utility from managing portfolios around an "ESG factor?"
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