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Title
A Tour of the Factor Funhouse.
Authors
Bender, Jennifer
Abstract
The article focuses on the practical challenges in designing and managing factor strategies in the context of factor investing. Topics discussed include the emergence of factor investing, the impact of the Global Financial Crisis (GFC) on factor strategies, the importance of defining factors, the complexities of portfolio construction in factor investing, and the challenges of attribution in explaining factor strategy performance.
Publication
Journal of Portfolio Management, 2023, Vol 49, Issue 2, p19