A white paper on smart-beta investing released this week by “veteran quant” Eric Shirbini of ERI Scientific Beta says that “second-order risks and exposures aren’t being sufficiently accounted for by…
Tag: Factor-based Investing
Investing Like Buffett and Soros Could be Within Reach
New research shows that “ordinary” investors may be able to emulate the extraordinary tactics of legends such as Warren Buffett or George Soros by using factor-based strategies. This according to…
Asness vs. Arnott on Smart Beta, Factor Timing, and Performance Chasing
Cliff Asness, co-founder of AQR Capital Management, added fuel to the debate over “smart beta” investing with a recent paper attacking arguments made by Rob Arnott of Research Affiliates. Arnott,…
Adding an Acceleration Factor to Momentum Investing
In a post on the CFA Institute’s Enterprising Investor blog, Joachim Klement of the CFA Institute Research Foundation highlights research suggesting that “one can improve the results of traditional momentum…
