…discussed as it relates specifically to factor investing in a recent Morningstar article. Alex Bryan, CFA, director of passive strategies research (North America) for Morningstar, poses the question: “What if…
Search Results for: factor
Investing Like Buffett and Soros Could be Within Reach
…that “factor-based investing is evolving rapidly and the AQR research, as well as that of others, is providing long-term data to support the view that certain types of factors, and…
"Irrational Exuberance" Revisited
…and 30-year bond that matter. The only thing which is way out of line is the price/earnings ratio in the bond market. And that is not an insignificant factor.” …
Low Cost and Know-How Key to Active Management Success
…Now that alone does not guarantee success even with active funds, but it is the one statistically significant factor that we can identify as helping investors.” But cost shouldn’t be…
Housel: Manager Communication with Investors is Key
…rocky, which then leads to success for the management firm. Housel quotes WSJ’s Jason Zweig: “For any investor to be able to capture a premium return from any factor, you…
When Choosing Fund Managers, Maybe Less is More
…can eventually become the dominating factor driving decisions to fire and hire mutual fund managers.” A 2008 report published in the Journal of Finance by Amit Goyal (Emory University) and…
The Elite Edge in Market Performance
…important factor to consider, says Kaissar. “It may not matter what’s ahead for alternatives because even during the best times, there’s a chasm between the returns of elite investors and…
The Monster of Uncertainty
…MacKillop refers to the “factor zoo” that exists in the world of investing, where data and regression-driven patterns are used in an effort to gain an edge. Specifically, he cites…
The Information Factor in Stock Prices
The manner in which financial markets incorporate information is a function of the positioning of information as well as whether or not its current, according to research reported in the…
Hedge Funds Hungry for Quants
…tech firms. Jeanne Branthover, partner at New York-based recruitment firm DHR International, says, “In Silicon Valley, you have a cool factor. Hedge funds need to change their culture to catch-up.”…