TCAF: Performance, Factor Nuances Welcome A Skeptical View #TCAF #Performance #Factor #Nuances #Skeptical #View
Tag: Factor
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…