Category: Value (Page 1 of 4)
A critical review of Research Affiliates's paper "Reimagining Index Funds," finding unintended style drift in the construction methodology.
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.
Should I Stay or Should I Growth Now?
By Corey Hoffstein
On January 21, 2020