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Two New Findings: Pairs Approach and the Trouble with Intangibles

Many of our strategies now include the latest findings from several recent studies by our research team. Specifically, the findings involve two areas. One informs a more complete definition of book value that includes an adjustment for intangibles. The second applies a next-generation pairs framework to relative value investing. The method can be applied to any signal.

Cam Harvey and Brandon Kunz discuss our findings in a webinar now available on demand.

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Featured Video

 

webinar replay

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Videos

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The Trouble with Intangibles

Campbell Harvey

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Pairs: A New Approach to Relative Value Investing

Campbell Harvey

Featured Publications

771-reports-of-values-death-TILE

Article

Reports of Value's Death May Be Greatly Exaggerated

By Rob Arnott, Campbell Harvey, Vitali Kalesnik, and Juhani Linnainmaa
intangibles-the-missing-ingredient-in-book-value-TILE
 

working paper

Intangibles: The Missing Ingredient in Book Value

By Feifei Li
814-book-value-is-an-incomplete-measure-of-firm-size-TILE

Article

Book Value Is an Incomplete Measure of Firm Size

By Brent Leadbetter, Feifei Li, and Juhani Linnainmaa
decoding-systematic-relative-investing-a-pairs-approach-TILE
 

working paper

Decoding Systematic Relative Investing: A Pairs Approach

By Christian Goulding, Campbell Harvey, and Alex Pickard
breaking-bad-trends-TILE
 

working paper

Breaking Bad Trends

By Ashish Garg, Christian Goulding, Campbell Harvey, and Michele Mazzoleni
momentum-turning-points-TILE
 

working paper

Momentum Turning Points

By Ashish Garg, Christian Goulding, Campbell Harvey, and Michele Mazzoleni

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