Tag: value (Page 1 of 8)
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.
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.
Factor timing doesn't require extreme accuracy, but finiding a model that has that accuracy may be difficult. Diversifying is often the best approach.
Domestic Fixed Income Factor Implementations
By Steven Braun
On March 2, 2020