Academic, Practitioner, and Investor Perspectives on Factor Investing

The Journal of Portfolio Management Quantitative Special Issue 2018, 44 (4) 10-16; DOI/10.3905/jpm.2018.44.4.010

Posted: 27 Jan 2020

See all articles by Joseph A. Cerniglia

Joseph A. Cerniglia

New York University (NYU) - Courant Institute of Mathematical Sciences; University of Pennsylvania - Department of Psychology

Frank J. Fabozzi

EDHEC Business School

Date Written: March 25, 2018

Abstract

In this article, the authors discuss the current state of affairs, critical issues, and practical considerations associated with factor research and factor investing from the perspectives of academics, practitioners, and investors. The amount of research on factors continues to grow at an exceptional rate, and the amount of assets in factor strategies has exploded over the last few years. These dynamics call for both awareness and innovative research to understand the potential opportunities and risks for investors.

Keywords: Factor Investing, Financial Economics, Quantitative Finance

Suggested Citation

Cerniglia, Joseph A. and Fabozzi, Frank J., Academic, Practitioner, and Investor Perspectives on Factor Investing (March 25, 2018). The Journal of Portfolio Management Quantitative Special Issue 2018, 44 (4) 10-16; DOI/10.3905/jpm.2018.44.4.010, Available at SSRN: https://ssrn.com/abstract=3407982

Joseph A. Cerniglia (Contact Author)

New York University (NYU) - Courant Institute of Mathematical Sciences ( email )

251 Mercer Street
New York, NY - 10012
United States

University of Pennsylvania - Department of Psychology ( email )

Philadelphia, PA 19104
United States

Frank J. Fabozzi

EDHEC Business School ( email )

France
215 598-8924 (Phone)

Here is the Coronavirus
related research on SSRN

Paper statistics

Abstract Views
134
PlumX Metrics