…death during the tougher times,” Asness said in an interview with The Australian Financial Review. According to Asness, value is a persistent factor because of the forces of behavioral finance….
Search Results for: factor
CalPERS Moves $150 billion Under New Strategic Asset Allocation
…Pensions & Investments. “The pension fund’s strategic asset allocation implementation includes 15% invested in a new factor-weighted equity portfolio, as well as 35% in capitalization-weighted equities and 8% in private…
A New Method for Rebalancing Helps Systematic Models Get Better
…a turnover, tax and fundamental standpoint. Below are the steps that are incorporated into our tax efficient process. Four Factor Sell Score To determine if a stock is eligible to…
How Bad Will the Next Recession Be?
…the most consistent factor in recent recessions and see it as a continuing threat. The Goldman analysts write, however, that such a threat seems to be “in abeyance at present,…
What I Do With My Personal Portfolio
…who writes about markets holds in theirs, should have no impact on what you do with your portfolio. Every person is unique and everyone has many different factors that impact…
Five Questions: Hidden Risks in Investing with Corey Hoffstein
…a factor investor, it is tempting to want to overweight specific industries and sectors when the factor you are using identifies many stocks as attractive within that sector or industry…
Value Stocks Trading Lowest Since Dot-Com Bubble
…opportunity” to bet on the factor, asserting that steadier economic data, advances in trade talks and a rising yield curve could lay a foundation for a value comeback. But the…
Five Questions: Lessons From Finance History with Jamie Catherwood
…in 1926-1941. Jack: In your excellent piece The Quant Frontier, you talked about the history of factor investing and how it goes back much further than many of us think….
Six Common Misconceptions About Factor-Based Strategies
…principle – that if you invest using factors, you will earn an excess return over the market over time. I have been running factor strategies for over fifteen years now…
Black Rock Money Manager on the Retirement Crisis and Climate Change
…efficient or competitive on an after-cost, risk-adjusted basis, which is what matters in buying an index or a factor exposure.” According to Wiseman, BlackRock provides Big Data and analytics for…