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82101013-123rf

While factor behaviour tends to be consistent in market crashes and corrections, individual factor performance varies over the medium term. As such, institutional investors should maintain diversified exposure across key equity factors including value, quality, momentum, size and low volatility, according to a new paper by Mercer. The paper explored the past three financial crises: […]

  • By: Staff
  • July 31, 2020 December 6, 2020
  • 07:56
94526242_l-1

Why your factor beta comes with a lot of noise.