March 2017

Chris Brightman on Dynamic Multi-Factor Investing

Chris Brightman asserts that multi-factor equity investing and rebalancing using robust factors is a reliable strategy for outperforming the market without the burden of excessive volatility.


A Smoother Path to Outperformance with Multi-Factor Smart Beta Investing

By Chris Brightman Vitali Kalesnik Feifei Li Joseph Shim

January 2017 | Read Time: 20 min

You can outperform the market with substantially lower relative risk by diversifying across simple smart beta strategies based on a half dozen robust factors. Dynamically rebalancing these factor-based smart betas significantly improves returns.