Factor investing

investing_systematic_factorSponsored by Robeco, Kees Koedijk, Alfred Slager and Philip Stork worked on factor investing. In this paper, we focused on the discussion whether factor investing would improve diversification and portfolio construction, central debates for trustees. This paper focused on the empirical part.

Kees Koedijk, Alfred Slager & Philip Stork, Investing in systematic factor premiums.
Click here for the pdf.

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