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There is more to factor investing than just Fama-French

There is more to factor investing than just Fama-French

Video
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. But alternative factors did deliver returns over the same period, and Low Risk even had a great decade. David Blitz explains why there is more to factor investing than just Fama-French.
  • David Blitz
    David
    Blitz
    Head of Quant Research
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Expected Returns 2021-2025
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Expected Returns 2021-2025
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