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The merits of tailor made factor investing solutions


client-cases-cover-140x175px.jpgInvestors increasingly decide to allocate strategically to factor premiums such as the value, momentum, low-volatility and quality premiums. We argue that generic factor strategies are suboptimal because they involve significant exposures to unrewarded risks, and that more efficient factor investing approaches are able to generate superior risk-adjusted returns. Finally, we discuss how the optimal combination of factors in an institutional portfolio depends on investor preferences.

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