Factor investors seen largely unfazed by recent underperformance
"(...) Specialists at EDHEC’s Scientific Beta have said a large number of long-only multi-factor strategies have performed disappointingly over the past three years and that the main explana ...
"(...) Specialists at EDHEC’s Scientific Beta have said a large number of long-only multi-factor strategies have performed disappointingly over the past three years and that the main explanation for this relates to implementation choices of the factor exposures rather than to the factors themselves. (...)"
| Type: | Press article |
|---|---|
| Date: | le 21/10/2019 |
| Research Cluster : | Finance |
| Source : | IPE |
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About EDHEC
Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the top 15 European business schools. Fully international and directly connected to the business world, EDHEC is a school for business, rather than a business school, where excellence in teaching and research focuses on innovation to stimulate entrepreneurship and creativity. EDHEC functions as a genuine laboratory of ideas and produces innovative solutions valued by businesses. The School’s teaching philosophy, inspired by its award-winning research activities, focuses on “learning by doing”.
