Part 1: What Matters in Multi-Factor Investing

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Part 1: What Matters in Multi-Factor Investing?
 

Vitali Kalesnik and Joe Steidl
 

In this webinar, we propose a framework that emphasizes the following elements:

  1. Exposure to robust factors
  2. Implementation costs
  3. Management costs
  4. Transparency

    5. The webinar also explores the robustness of specific factors and the potential problems confronting investors.

part 2: ignored risks of factor investing

Part 3: Multi-Factor Design,
Part 1—Mixing vs. Integrating

Part 4: Multi-Factor Design,

Part 2—Keep a Handle on Trading Costs
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