Factor investing: good in theory, difficult in practice
Factor investing: good in theory, difficult in practice
Investors are always looking for higher returns at lower cost. This has never been truer than in today’s market environment. Not surprisingly many have responded by embracing ‘factor investing’ – the idea that active managers actually earn most of their excess returns from a common set of risk factors. Constructing a portfolio that systematically captures these factors can potentially deliver a return above that of the broader equity market at a much lower cost than traditional active strategies.
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