Jack Vogel

Alpha Architect

213 Foxcroft Road

Broomall, PA 19008

United States

http://alphaarchitect.com/

Villanova University

Instructor

Villanova, PA 19085

United States

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 2,553

SSRN RANKINGS

Top 2,553

in Total Papers Downloads

11,312

CITATIONS

1

Scholarly Papers (6)

1.

On the Performance of Cyclically Adjusted Valuation Measures

Number of pages: 18 Posted: 24 Sep 2013 Last Revised: 22 Oct 2013
Wesley R. Gray and Jack Vogel
Alpha Architect and Alpha Architect
Downloads 3,064 (1,497)

Abstract:

CAPE, Shiller P/E, long-term valuation metrics, value investing, market efficiency, abnormal returns

2.

Enhancing the Investment Performance of Yield-Based Strategies

Number of pages: 17 Posted: 05 May 2012 Last Revised: 20 Mar 2017
Wesley R. Gray and Jack Vogel
Alpha Architect and Alpha Architect
Downloads 2,711 (2,207)

Abstract:

Dividends, Share Repurchases, Share buy-backs, net-debt paydown, shareholder yield

3.

Using Maximum Drawdowns to Capture Tail Risk

Number of pages: 22 Posted: 01 Mar 2013 Last Revised: 04 Mar 2013
Wesley R. Gray and Jack Vogel
Alpha Architect and Alpha Architect
Downloads 1,368 (8,163)
Citation 1

Abstract:

empirical asset pricing, max drawdown, tail-risk, anomalies

4.

Does Complexity Imply Value? AAII Value Strategies from 1963 to 2013

Number of pages: 26 Posted: 18 Oct 2014
Wesley R. Gray, Jack Vogel and Yang Xu
Alpha Architect, Alpha Architect and Alpha Architect
Downloads 1,108 (10,450)

Abstract:

AAII, value investing, anomalies

5.

Why Do Enterprise Multiples Predict Expected Stock Returns?

Number of pages: 30 Posted: 05 Oct 2016 Last Revised: 04 May 2017
University of Houston, Alpha Architect, Alpha Architect and Alpha Architect
Downloads 0 (21,857)

Abstract:

Value Investing, Value Anomaly, Enterprise Multiples, Abnormal Returns, Market Efficiency

6.

Analyzing Valuation Measures: A Performance Horse-Race Over the Past 40 Years

Journalof Portfolio Management, Forthcoming
Posted: 13 Dec 2011 Last Revised: 01 Oct 2012
Wesley R. Gray and Jack Vogel
Alpha Architect and Alpha Architect

Abstract:

enterprise multiple, price to earnings, price to book, free cash flow, gross profits, valuation metrics