by Corey Hoffstein, Newfound Research
- This week's commentary is a long-form presentation all about factor investing and smart beta. We cover four topics.
- In the first section, we explore the basics of factors: what are they and where do they come from?
- The second topic explores why implementation details matter and why long-only factor investing can be significantly different than long/short academic research.
- We then explore the current debate about whether factors can be timed using value spreads.
- Finally, we look at current research in developing diversified, multi-factor portfolios.
You can find the presentation on SlideShare.
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