…believe that factor investing, especially the focused form of it, is not appropriate for most investors. The reason is that the excess returns that come with factors come with a…
Search Results for: factor
Sheridan Titman On His Seminal Paper on Momentum Investing and What He Has Learned Since
Momentum was a factor that many academics were very reluctant to embrace. Our guest this week, Sheridan Titman, helped to change that with his 1993 paper “Returns to Buying Winners…
A Look at the Different Approaches to Factor Timing
…with value and momentum, macroeconomic factors can enhance returns. The Challenges of Factor Timing When I ask other factor investors I talk to about factor timing, I typically get two…
What is Your Investment Edge?
…impact of our behavioural limitations. Most factor-based strategies are founded upon such an edge. Emotional – Investors manage and control their emotions, so that their decisions are not overwhelmed by…
European Value Managers Say They Can’t Find Anything To Buy
…manager AJO closed up shop at the end of 2020, claiming that the drought in value was at the root of their challenges—just before the value factor enjoyed a strong…
Balancing Return and Risk in Factor Investing with Harin de Silva
…low volatility. Our guest this week has a more unique approach that is both more granular and dynamic than the typical factor approach and utilizes many unique factors outside of…
Quants Are Taking Over The Bond Market
…say they allocate to the factor, 48% say they factor in environmental, social and governance concerns, and 57% say they plan to maintain factor allocations over the next 12 months….
Pay Attention to the Way Management Talks
The start of earnings season is still a couple of weeks away (October 13) but analysts are already working their numbers to factor in higher labor costs and potential supply-chain…
Dispelling Myths in the Value vs. Growth Debate with GMO's Ben Inker
…they may not hold up when subjected to scrutiny. We also get Ben’s thoughts on a variety of other issues including factor timing, the future of the 60-40 portfolio and…
Eighteen Financial Terms That Define Our Time
…of employees and other forms that are not physical assets on the balance sheet. Factor Investing: Factor investing involves buying stocks that score highly based on certain fundamental or investment…