Browsing Category
Factors
41 posts
Are Factor Portfolios Better Diversified Than Not?
by Corey Hoffstein, Newfound Research This post is available as a PDF here. The debate rages on over…
March 22, 2017
Smart Beta Returns (Hint: History Is Worse than Useless)
by Rob Arnott Noah Beck Vitali Kalesnik, Research Affiliates Key Points Using past performance to forecast future performance…
February 17, 2017
Outlook 2017: Factor investing in the coming year
Outlook 2017: Factor investing in the coming year by Dan Draper & Bernhard Langer, Managing Director, PowerShares by…
December 8, 2016
Which Factors Are More Time-Sensitive?
by Dimitris Melas, Global Head of Equity Research, MSCI Hedge funds and other investors who manage portfolios that…
September 29, 2016
Testing Smart Beta With Two Relatively Long Real-Time Records
Testing Smart Beta With Two Relatively Long Real-Time Records by James Picerno, The Capital Spectator Factor funds (aka…
August 11, 2016
Clifford Asness: My Factor Philippic
My Factor Philippic by Clifford Asness, Ph. D. AQR Capital Management, Inc. Here is a link to my…
June 27, 2016
SIA Weekly: Fed's 'Loosest Tightening' in History Means Continued Uncertainty and Volatility
SIA Weekly: Fed's 'Loosest Tightening' in History Means Continued Uncertainty and Volatility by SIACharts.com For the first time…
December 17, 2015