This article was written by Follow Vasily Zyryanov is an individual investor and writer.He uses various…
Tag: Factor
Sector and Issue Efficiency in Wartime
Introduction Before 2020, the threat of a global pandemic shutting down the world economy was not…
Conservatism: De-Risking the Profitability Issue
Profitability metrics are often the main focus in the search for high-quality stocks. But Profitability is…
The Size Factor Matters for Actual Portfolios
The size factor is among those equity risk factors that have provided a premium over the…
Factor Performance: Will the Comeback Persist?
Factors are the primary market drivers of asset-class returns. In the equity realm, only a limited…
Factor Portfolios and Cap-Weighted Benchmarks: Bridging the Tracking Error Gap
Despite a brief return to normalcy in 2022, equity factor strategies have experienced performance challenges relative…
The Low-Volatility Factor and Occam’s Razor
Pim van Vliet, PhD, is the author of High Returns from Low Risk: A Remarkable Stock…
TCAF: Performance, Factor Nuances Welcome A Skeptical View
TCAF: Performance, Factor Nuances Welcome A Skeptical View #TCAF #Performance #Factor #Nuances #Skeptical #View
Implementation Shortfalls Hamstring Factor Strategies
The finance community has invested much effort to identify new factors that may indicate a security’s…
Factor Strategies Belong in Your Completion Portfolio Toolkit
The benefits of factor investing as stand-alone strategies are well documented. Less well known is the…
Revisiting the Factor Zoo: How Time Horizon Impacts the Efficacy of Investment Factors
The returns of investments are not completely random over time (i.e., do not follow a perfect…
Factor Premiums: An Eternal Feature of Financial Markets
A broad segment of the industry invests based on established factors such as value, momentum, and…