34 Pages Posted: 19 May 2017
Date Written: May 19, 2017
Factor investing has experienced a resurgence in popularity under the moniker “smart beta.” Several traditional factors, such as value, size, momentum, and low beta, are well defined and have been heavily researched in academia as return anomalies for many decades. These factors have also been exploited by practitioners as quantitative strategies for enhancing returns. Today, these factors each define a distinct smart beta category (think of style boxes for smart beta strategies) and are the foundational building blocks for the now-ubiquitous multi-factor products.
Keywords: factor investing, multifactor, smart beta, quality factor, quality investing
Suggested Citation: Suggested Citation