…Measuring risk relative to this pain allows an investor to see just how bad the pain might be. Some of the best performing factor-based strategies we have seen only outperform…
Search Results for: factor
Boring Stocks are Winning
…of price swings—tends to beat the market over time,” the article states. “The factor’s performance in the U.S. has lagged lately, but calm stocks elsewhere have picked up the slack.”…
Lessons on How to Prepare for an Unexpected Crisis
…help teams prepare for the unexpected.” Know something about everybody else’s job. Researchers found that a critical factor that enables teams to handle surprises is that “members are familiar with…
Factor Investing Tips
…comments from Gregg Fisher, founder of Gerstein Fisher (which managed $3 billion using a factor-based approach), who say investors should “shift their factor mixes as time goes on to reduce…
The Market May Not Be As Expensive As You Think
…its historical average prior to the correction, so this certainly has not dramatically changed the valuation picture on its own, but it is a contributing factor. The second thing that…
Are U.S. Capital Markets as Healthy as They Look?
…tune of $3.6 trillion. IPOs have also dropped off considerably, the article points out, citing regulatory impediments such as Sarbanes Oxley as a contributing factor. Another cause, it says, is…
Warnings About Smart Beta From Smart-Beta Index Provider
…risk dynamics of factor strategies.” Specifically, Shirbini cites three categories of risk to be monitored: market beta, macroeconomic and sector/geographical. If not managed, he argues that a smart-beta strategy could…
AQR's Jeremy Getson is Best-Connected Man in Hedge Funds
…their niche in factor investing and alternative beta “before most institutional investors really knew what they were.” AQR co-founder David Kabiller, who assembled the sales team that includes Getson, said…
Lessons From a Quantitative Investing Conference
…2 – The Evidence That Factor Investing Works is Overwhelming, and Our Behavior is Part of the Reason. The fact that everyone at a factor investing conference thinks that factor…
U.S. Recession in the Offing?
…factors. “Other than in the most abstract way, there aren’t a lot of people talking about a coming U.S. recession,” the article states. But the fact that policy makers are…