
Poor index design can lead to high trading costs for investors. Thoughtful implementation can mitigate these costs by using weighting schemes that promote liquidity, employing turnover-control mechanisms, and applying staggered rebalancing.
WATCH PART 1:
What Matters in Multi-Factor Investing
WATCH PART 2:
Ignored Risks of Factor Investing
WATCH PART 3:
Multi-Factor Design, Part 1—Mixing vs. Integrating