| Rob Arnott interview |
| 10/01/22 Value Investing Arnott |
"Arnott shares his outlook on inflation, value stocks, and his cheap diversifiers strategy." [video]
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| Diversification is not dead |
| 01/30/21 Markets Arnott |
"Extrapolating the recent superior performance of the 60/40 mix into the future requires the dangerous assumption that US stock market valuations will march to nearly unprecedented levels."
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| Value's death exaggerated |
| 01/17/20 Value Investing Arnott |
"Over the last 12 years, the relative valuation of value and growth moved from the 21st percentile to the 97th percentile. This revaluation explains most of value's underperformance. Today, the relative valuation level is close to the most attractive valuation level in history at the peak of the tech bubble in 2000."
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| Shrinking factor return |
| 04/16/17 Arnott |
"Our research shows that over the last quarter-century the real-world return for the value and market factors is halved or worse than theoretical factor returns imply, and the momentum factor has provided no benefit whatever to the end-investor."
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| The Glidepath Illusion |
| 03/02/14 Markets Retirement Funds Arnott |
"Rob Arnott explains why target-date funds fail to either maximize wealth or minimize uncertainty about future income."
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| Mind the expectations gap |
| 07/06/13 Markets World Arnott |
"So it should come as no surprise that the economic performance of the past few decades has strongly influenced expectations about economic growth. However, when optimistic expectations get detached from reality we risk creating a significant expectations gap - a disconnect between what we take for granted given our recent experiences and what we should anticipate given simple arithmetic."
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