Author: Corey Hoffstein (Page 1 of 42)
Momentum-based sector rotation is a popular investment strategies. Can we introduce advancements in momentum investing to improve it?
Factor investing is not limited it equities; it is a multi-asset concept. We present a case study of how we seek factors in our own multi-asset portfolios.
Why don't quants pick stocks? Quants prefer to look for broad characteristics where they can diversify away idiosyncratic risk.
Yours truly will be attending the Evidence-Based Investing Conference (June 25th - 27th, 2017). The agenda and line-up looks nothing short of spectacular.
Research Affiliates has published new research showing managers fail to capture theoretical factor returns. But is it their research method flawed?