Investment Factor Portfolios and Cap-Weighted Benchmarks: Bridging the Tracking Error GapJuly 18, 2023 Despite a temporary return to normalcy in 2022, equity factor strategies face performance challenges compared to cap-weighted indices since the…
Investment The Size Factor Matters for Actual PortfoliosMarch 4, 2023 The size factor is one of the equity risk factors. offered a premium over the long termRecently, however, some researchers…