学术界、从业者和投资者对因子投资的看法

Academic, Practitioner, and Investor Perspectives on Factor Investing

The Journal of Portfolio Management · 2018
被引 8
ABS 3

中文导读

从学术界、从业者和投资者三个角度,讨论了因子研究和因子投资的现状、关键问题及实践考量,有助于理解因子策略的机遇与风险。

Abstract

In this article, the authors discuss the current state of affairs, critical issues, and practical considerations associated with factor research and factor investing from the perspectives of academics, practitioners, and investors. The amount of research on factors continues to grow at an exceptional rate, and the amount of assets in factor strategies has exploded over the last few years. These dynamics call for both awareness and innovative research to understand the potential opportunities and risks for investors. <b>TOPIC:</b>Factor-based models

因子投资金融经济学投资策略因子模型