Even though the academic foundations of factor investing were established decades ago and factor strategies and tools have been used by investors for a long time, factor investing as a distinct discipline is a relatively new and evolving area of investing.
In this paper, we review the theoretical and empirical foundations of our factor research and factor models. MSCI factor research is firmly grounded in academic theory and empirical evidence. MSCI factor models are based on robust econometric techniques and reflect best investment practice. MSCI methodologies are transparent and publicly available. This is why the world's leading institutional investors use MSCI factor models and analytics in their investment processes.
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