Keyword: factor investing

17 results found

While factor investing can be a powerful tool, it may not be living up to its promise because of three common blunders, according to a forthcoming paper in the Journal of Portfolio Management. “Investors are typically led to develop their factor return expectations with little more than an extrapolation of the factor’s past paper-portfolio returns,” […]


With factor investing reaching high levels of popularity, a new paper by Scientific Beta is cautioning that a proliferation of new factors that aren’t academically validated could lead to unintended exposures and misunderstandings about risk exposures. “Investors can choose to rely on standard factors that have survived the scrutiny of countless empirical studies and have […]

Although factor investing and smart beta have gained in popularity, the emergence of alternative risk premia points to a critical focus for plan sponsors today: risk diversification. This is happening at a time when plans are shifting increasingly away from bonds and equities and into alternative investments. “Alternative risk premia provide a different route to […]

Factors and Economic Cycles

Thinking outside of the style box in volatile times.

Value Stocks: When the Price Isn’t Right

Earnings quality and the value premium

Betas for Hedge Funds

Factor investing can boost your hedge fund allocation.

  • By: Staff
  • April 20, 2016 September 13, 2019
  • 16:27
Concentration Problems

Coverage of the 2014 Risk Management Conference.