About a month ago, I wrote about the decline in the performance of factor portfolios. I closed with a hopeful note that a combination of different factors can still be used to improve portfolio performance. Given the alarming number of factors identified in the academic literature, most of which stop working the day after they have been published, a lot of academics have started to explore what the minimum number of factors is that we need to use to exploit the benefits of factor investing. However, as
Good Stuff. More on factors please! How they held up last 12 mos, Your favorite ones overall and right now, whether factors can be "timed" successfully. tx
Good Stuff. More on factors please! How they held up last 12 mos, Your favorite ones overall and right now, whether factors can be "timed" successfully. tx