Mitigating Economic Risk in Multi-Factor Strategies
Investors often choose diversified, multi-factor strategies to overcome the limitations of traditional…
Factor Strategies Belong in Your Completion Portfolio Toolkit
The benefits of factor investing as stand-alone strategies are well documented. Less…
How to Build Better Low Volatility Equity Strategies
The Role of Low Volatility Strategies in Investment Portfolios Low volatility equity…
Harvesting Equity Premia in Emerging Markets: A Four-Step Process
Until recently, emerging market (EM) equities were among the darlings of the…
The Benefits of Using Economically Meaningful Factors in Financial Data Science
Factor selection is among our most important considerations when building financial models.…
Factor Portfolios and Cap-Weighted Benchmarks: Bridging the Tracking Error Gap
Despite a brief return to normalcy in 2022, equity factor strategies have…
Quant Screening: Three Questions for Investment Managers
Evaluating investment managers is a challenging endeavor. Why else would asset owners…
Factor Performance: Will the Comeback Persist?
Factors are the primary market drivers of asset-class returns. In the equity…
The Size Factor Matters for Actual Portfolios
The size factor is among those equity risk factors that have provided…
