Tag: factors (Page 2 of 5)
Traditional value strategies may be fundamentally flawed in their construction. Value 2.0 indices fix some of these problems, but not all.
Factors are often discussed as a means to potential enhance portfolio return; but how should factors be combined when portfolio goals are considered?
While quantitative styles such as value, momentum, low volatility, and carry have been applied to equities, we explore their use within municipal bonds.
Why don't quants pick stocks? Quants prefer to look for broad characteristics where they can diversify away idiosyncratic risk.
Separating Ingredients and Recipe in Factor Investing
By Justin Sibears
On May 21, 2018