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White Papers

The Merits and Methods of Multi-Factor Investing

Single-factor equity strategies (namely quality, value, momentum, and low volatility) may have rewarded market participants over the long term, but each is susceptible to unique, cyclical drawdowns. The result is that choosing and timing exposures to single factors requires considerable foresight (or luck) to navigate optimally between them.

So is it wise to rely solely on the performance of one factor at a time?

Dive into the latest findings, which look at the correlations between factors, the potential for finding diversification through factor combinations, the hallmarks of the most precise and methodical multi-factor approaches, and the historical risk/return characteristics of specific multi-factor strategies, compared to their single-factor counterparts.

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All white papers posted were created by the listed authors who are solely responsible for the research, finding and all materials contained therein. Pensions & Investments has not verified or edited the materials (other than for length and style) and does not necessarily agree or disagree with the analysis and positions expressed by the authors. Reference to any company, product or service does not imply recommendation or sponsorship by Pensions & Investments.

For more information on submitting a white paper, please contact Richard Scanlon at rscanlon@pionline.com or 212-210-0157.