The Low-Volatility Factor and Occam’s Razor
Pim van Vliet, PhD, is the writer of Excessive Returns from Low Danger: A Outstanding Inventory Market Paradox, with Jan ...
Tag: Factor
Factor Portfolios and Cap-Weighted Benchmarks: Bridging the Tracking Error Gap
Regardless of a quick return to normalcy in 2022, fairness issue methods have skilled efficiency challenges relative to cap-weighted indexes ...
Factor Performance: Will the Comeback Persist?
Elements are the first market drivers of asset-class returns. Within the fairness realm, solely a restricted set of rewarded elements ...
The Size Factor Matters for Actual Portfolios
The dimensions issue is amongst these fairness threat elements which have supplied a premium over the long run. Not too ...