Size matters: diversity across factors

"[...]If your objective had been to pick the best performing factor, size would not have been a good choice historically. However, if you were looking to hold a diversified factor portfolio, size w ...

Cited As:

"[...]If your objective had been to pick the best performing factor, size would not have been a good choice historically. However, if you were looking to hold a diversified factor portfolio, size would have been a valuable addition.[...]"

Type: Press article
Date: le 17/07/2019
Research Cluster : Finance
Source : Top 1000 Funds

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