• This week’s commentary is a long-form presentation all about factor investing and smart beta.  We cover four topics.
  • In the first section, we explore the basics of factors: what are they and where do they come from?
  • The second topic explores why implementation details matter and why long-only factor investing can be significantly different than long/short academic research.
  • We then explore the current debate about whether factors can be timed using value spreads.
  • Finally, we look at current research in developing diversified, multi-factor portfolios.

Source: All About Factors & Smart Beta | Flirting with Models

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