Author: Nathan Faber (Page 1 of 15)
Looking at the passive and active components of a portable beta strategy can shed insight on how they perform individually and interact with each other.
U.S. investors may feel FOMO after strong years in the market, and battling this feeling is important for the health of their portfolio.
The standard definition of the value factor may not fully capture the abstract concept of value. Blending many metrics into one factor can be beneficial.
Factor timing doesn't require extreme accuracy, but finiding a model that has that accuracy may be difficult. Diversifying is often the best approach.
One Hedge to Rule Them All
By Nathan Faber
On March 30, 2020