Social Sharing
Extended Viewer
The growth-factor premium: Seeking a systematic approach for capturing it
Jun 5, 2019
While used extensively by active managers as part of their security-selection decisions, the growth factor has been largely left out of the factor-index investing landscape, at least in its simplest form. This paper explores why and offers a way to capture this factor with a systematic, rules-based approach.
Download
Research Author
- Mehdi Alighanbari - Executive Director, MSCI Research
- Dimitris Melas - Managing Director, MSCI Research
- Shubhangi Sharma - Associate, Core Equity Research
Related Content
Research & Insights
Learn MoreRegulation
Cookie Preferences
Accept all cookies
This website uses cookies to remember users and understand ways to enhance their experience.
For more information, please visit our Cookie Notice.
Strictly Necessary, Functionality and Performance Cookies
We use cookies to enable you to move around our website and use its features, to provide you with functionality by remembering choices you make and provide enhanced features, and to learn how our website is performing and make improvements.
For more information, please visit our Cookie Notice.