Chris Brightman

Research Affiliates, LLC

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

Number of pages: 26 Posted: 19 Mar 2021
Chris Brightman, Forrest Henslee, Vitali Kalesnik, Feifei Li and Juhani T. Linnainmaa
Research Affiliates, LLC, Research Affiliates, LLC, Research Affiliates Global Advisors, Research Affiliates, LLC and Dartmouth College - Tuck School of Business
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Factor Portfolios, Risk Factors, Characteristics, Covariances