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Research Spotlight - Finding Value: Understanding Factor Investing

categories: Indexes, Americas, EMEAI, Factor and Risk Modeling, Investing (Investment Management), Portfolio Construction and Optimization, Asia Pacific, Asset Owners, Factor Indexes, Equities, Value Weighted, Research Paper, AYLUR SUBRAMANIAN Raman, GUPTA Abhishek, RAO Anil, KASSAM Altaf, Asset Managers (Quant or Fundamental), general

The perennial appeal of value investing is based on the excellent long-term performance of global value stocks. Investors today use various approaches to identify and compare the exposure of stocks with "value" characteristics that help explain risk and return. In this Research Spotlight, we create a common definition of “value” and examine how value strategies can be implemented, in both active and passive portfolios, using three generations of value indexes as examples.

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Research spotlight - Finding value - understanding factor investing.pdf