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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