Viewpoints from Dimensional Fund Advisors
A pioneer in applying insight from academic research to a systematic investment process that pursues higher expected returns through advanced portfolio design and implementation
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Untangling intangibles
A look at intangible assets and the debate over how they may affect factor investing and expected stock returns.
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Multifactor ETFs: how are value and small caps performing?
Small-cap and value stocks have recovered recently, which highlights the importance of a long-term perspective when investing in multifactor ETFs.
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Discipline in volatile markets is key for multifactor ETF investors
For investors in multifactor ETFs, we believe it’s important to maintain a long-term and consistent focus in volatile markets.
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Understanding the performance of small-cap stocks
Do small caps offer a reliable premium over large caps? Lukas Smart of Dimensional Fund Advisors takes a closer look at small-cap returns since the 1920s.
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Relative price and profitability effects in equity sector returns
Our analysis suggests that it’s possible to pursue the value and profitability premiums at the equity sector level in an integrated manner.
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