Constructing Long RIA Equity Portfolios From Factors
August 5, 2021
This paper describes the behavior of a wide range of equity valuation, growth, profitability, and momentum factors and methods by which to use those those
Research
Are Factor Returns Really Sector Returns?
June 5, 2020
This paper evaluates the behavior of a wide range of factors and proposes a methodology to determine the degree to which a factor’s returns are
