Factor Investing
Can our Smart Money, Crowd Intelligence, and AI indices beat the S&P 500?
How well has Fama and French's five-factor model explained returns?
How have equal- and market-cap weighted US equity portfolios performed relative to one another during downturns?
So what is the value factor's key performance driver? Based on what evidence?
For fundamental investors looking for mispricings, value stocks may be best ignored.
The authors provide practitioners with a comprehensive guide to equity smart beta investing.
The leading Enterprising Investor articles from 2019 feature insights from some of the top luminaries in all of finance.
Could activism be the answer for active fund managers?
How can investors adapt to a low-for-long rate environment? Antti Ilmanen proposed several potential strategies.
Can we create a simple and clean equity portfolio by separating alpha from beta?