Category: Value (Page 1 of 6)
Value's recent under-performance has many managers saying that the style looks cheap. We explore the value-of-value through the lens of multiple metrics.
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.
Domestic Fixed Income Factor Implementations
By Steven Braun
On March 2, 2020