September 2017

(Webinar Replay) A Smoother Path to Outperformance with Multi-Factor Smart Beta Investing

In this webinar, Research Affiliates CIO Chris Brightman explains how endemic trend chasing—allocating money to what is popular and likely expensive—and widespread proliferation of non-robust factors hurt investors.

Articles

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.