22 дек. 2022 г. · This article examines many claims about factor investing; some are timeless, while others are focused on specific concerns that have emerged recently.

A systematic factor strategy will overweight stocks that rank highly on a certain factor and underweight stocks that rank poorly on that factor.

6 окт. 2023 г. · This short Practical Applications piece highlights the central concepts of our Fact, Fiction, and Factor Investing article, extracting three key practical ...

Factor investing is often done at fees in between active management and cap-weighted indexing and these fees have been falling over time. Factor timing has the ...

Various theories of factor investing postulate that much of the variation in the returns of a large portfolio of assets can be explained by the portfolio's ...

29 авг. 2023 г. · The authors argue that while factor investment strategies entail inherent risks, they are profitable long-term strategies, and provide valuable diversification.

15 мая 2019 г. · AQR's Asness Is Right. It's a 'Crappy' Time for Factor Investing. Stock strategy loved by quants comes unstuck in choppy markets; Latest sell ...

22 апр. 2023 г. · This article examines many claims about factor investing; some are timeless, while others are focused on specific concerns that have emerged recently.

9 мая 2019 г. · Investors pulled $8 billion in 2018 as AQR strategies declined · Asness says he will 'stick like grim death' to his beliefs.

Research from AQR and Blackrock researchers uses real-world trading costs to assess trading costs on factor-investing styles. These authors find that ...