Chris Brightman

Research Affiliates, LLC

620 Newport Center Dr

Suite 900

Newport Beach, CA 92660

United States

http://www.researchaffiliates.com

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Scholarly Papers (1)

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Why Are High Exposures to Factor Betas Unlikely to Deliver Anticipated Returns?

Number of pages: 26 Posted: 19 Mar 2021
Research Affiliates, LLC, Research Affiliates, LLC, Research Affiliates Global Advisors, Research Affiliates, LLC and Dartmouth College - Tuck School of Business
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Abstract:

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Factor Portfolios, Risk Factors, Characteristics, Covariances