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因子投资的未来

The Future of Factor Investing

The Journal of Portfolio Management · 2021
被引 5
人大 BABS 3

中文导读

讨论了塑造因子投资未来的三大趋势:传统因子模型与策略的演变、数据源与建模技术的创新,以及将因子策略整合进资产配置过程的潜在颠覆。

Abstract

In this article, the author discusses current structural research and investment trends that are shaping the future of factor investing. Specifically, the author focuses on three emerging trends: the ongoing evolution of traditional factor models and strategies, recent innovation in data sources and modeling techniques, and the potential disruption from integrating factor strategies into the asset allocation process.

因子投资资产配置金融经济学