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.…
