Factor Investing
Don't ignore serial dependencies in your factor portfolio.
Here's a weighting scheme to mitigate economic risks while preserving the benefits of diversified multi-factor strategies.
Smart rebalancing rules help portfolio managers capture more of the return that is inherent in their factor strategies. Concentrating on “priority best” trading improves factor portfolio performance.
How can investors assess climate transition risk in their portfolios?
Will the low-volatility premium continue to be the best-kept secret in financial markets?
"It is possible to construct equity portfolios that possess out of sample exposure that facilitate more precise targeting of levels of macroeconomic risk exposure."
Not all low volatility strategies are created equal. Many lack the diversification and risk control needed to guard against concentration and macro risk.
What are the most popular top five articles of 2023 published under the Capital Markets theme by the CFA Institute Research and Policy Center?
There is hope for investors seeking a robust emerging market equity strategy to complement their other equity investments.
The 4×4 Asset Allocation philosophy approaches every asset or strategy based on how it contributes to — or detracts from — Growth, Income, Preservation, and Liquidity. So, what does a goal-based approach to equity factors actually look like from this perspective?