Category: Value (Page 1 of 4)
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.
In this research note we explore how performance for smart beta portfolios has been impacted by rebalance timing luck over the last two decades.
We explore the Barclays Shiller CAPE sector rotation strategy, a value strategy whose recent success may have far less to do with value than it seems.
Should I Stay or Should I Growth Now?
By Corey Hoffstein
On January 21, 2020