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MAY 2018

 

(Video) Integrating vs Mixing
 

Joe Steidl, Feifei Li, Tzee Chow
 

Although a naive comparison appears to favor the integrating approach to multi-factor strategy construction, after taking into account both quantitative and qualitative considerations, many investors—those seeking transparency, diversification, minimal governance oversight, and low fees—may find mixing is a more sensible choice.

ARTICLES

Food for Thought: Integrating vs. Mixing


By Feifei Li, Joe Steidl


May 2018 | Read Time: 10 min


Although a naïve comparison appears to favor the integrating approach to multi-factor strategy construction, after taking into account both quantitative and qualitative considerations, many investors—those seeking transparency, diversification, minimal governance oversight, and low fees—may find mixing is a more sensible choice.