STREET DOGS: Overcome these misperceptions to ace de rigueur factor investing
Understanding how correlations change through time, among other things, is essential
03 November 2020 - 17:34
Given the widespread adoption of factor investing, it is worthwhile to re-examine the process of factor development and investment.
[There are] three important misperceptions in factor investing: returns falling far short of expectations; drawdowns that far exceed expectations; and failed diversification. ..
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