Long read: Why I am more bullish than ever on quant
Following more than two years of quant strategies generally underperforming sharply, investors are questioning whether quantitative investing is still viable.
11-11-2020
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Columna
Factor investing – going beyond Fama and French
There is more to factor investing than the standard academic factors, says Head of Quant Research David Blitz.
02-11-2020
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Perspectiva a 5 años
Restoring the battered Value factor in equities
The recent dreadful performance of the academic Value equity factor has been a blow for many investors.
20-10-2020
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Visión
Low-risk stocks behave like bonds
Low-risk stocks are very bond-like.
13-10-2020
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Investigación
There is more to factor investing than just Fama-French
The period of 2010-2019 was a lost decade for the five Fama-French factors, leading many to question whether Value was dead and whether Size had ever worked at all.
09-10-2020
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Vídeo
Settling the Size matter in equities
The equity Size premium has failed to materialize since its discovery, almost forty years ago.