Single-Factor Portfolio Construction
Abhishek Gupta, executive director on the index solutions research team, on the many considerations when building a single-factor portfolio: A universe of securities with a fixed target-market-cap coverage or a fixed number of securities? Assess factor exposure based on single or multiple descriptors? How broad a subset from the underlying universe? And, what are the pros and cons of different portfolio-weighting schemes.
Perspectives Podcast
Building Single-Factor Portfolios
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