Tag Archives: stock-level selection
Multi-Factor Merits: Are You Putting All Your Eggs in One Single-Factor Basket?
It is undeniable that an individual investor would need considerable skill (or luck) to navigate optimally between the various single-factor equity strategies. If the goal is to outperform the benchmark, then simply choosing between a quality, value, momentum, or low volatility strategy may present the biggest risk. While they all have been shown to hold…
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