Foundations of Factor Investing

categories: Indexes, BENDER Jennifer, Research Paper, MELAS Dimitris, Indexes, AYLUR SUBRAMANIAN Raman

Factor investing has become a widely discussed part of today’s investment canon. This paper is the first in a three-paper series focusing on factor investing. In this paper we lay out the rationale for factor investing and how indexation can capture factors in cost-effective and transparent ways.[1]

[1] The next papers series cover various aspects of implementation including use cases we have seen.


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