A recent Morningstar article addresses the persistent lackluster performance of value stocks and whether it is a temporary situation or something more permanent. According to participants in this year’s Morningstar…
Tag: Factor Investing
Factor Investing Can Keep Active Management Relevant
Despite its recent troubles, active management remains relevant, but its future “lies in low expenses that allow investors to enjoy a comfortable share of returns,” according to a recent article…
Ritholtz Says Stock-Picking is Still Alive if Not Kicking
Active fund management has been losing followers but isn’t going away entirely, writes Barry Ritholtz in a recent Bloomberg article. While stock-picking has seen a host of changes, he offers…
James O'Shaughnessy: Knee-Jerk Investing Doesn't Work
A quantitative investing guru who uses concrete metrics to analyze stocks, James O’Shaughnessy believes that investors get in the way of their own success by reacting emotionally, writes Validea CEO…
Asness versus Arnott: The Factor Timing Debate Continues
AQR Management founder Cliff Asness continues to argue that factor timing is “deceptively difficult,” contrary to what Rob Arnott of Research Affiliates would have you believe, says a recent article…
Simple is Smart in Smart-Beta Investing
Using a database of over 20 countries, a team of British academics tested the five most popular smart beta factors to see whether they would have proven successful over time.…
In Factor Investing, Integration is a Plus
Portfolio diversification is a known strategy for minimizing risk, but these efforts can be thwarted if the diversified securities react in a similar way to market conditions. Factor investing is…
Factor Investing is Gaining Appeal
Many traditional investment portfolios are created by mixing asset classes to spread risk and optimize returns. However, the Financial Times recently reported on a growing shift by more sophisticated institutional investors…