The $100M ETF Built on Research That Doesn't Replicate(chrisbrunet.com) |
The $100M ETF Built on Research That Doesn't Replicate(chrisbrunet.com) |
But this case looks like an outright fraud. The paper doesn't even show the strategy that led to very high returns. It just shows the results. And this was a peer reviewed paper in the top-4 marketing journals.