Factor investing: good in theory, difficult in practice

Factor investing: good in theory, difficult in practice

30 juni 2016

Factorbeleggen
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Investors are always looking for higher returns at lower cost. This has never been truer than in today’s market environment. Not surprisingly many have responded by embracing ‘factor investing’ – the idea that active managers actually earn most of their excess returns from a common set of risk factors. Constructing a portfolio that systematically captures these factors can potentially deliver a return above that of the broader equity market at a much lower cost than traditional active strategies.

Please find the article below.

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