Part 1: What Matters in Multi-Factor Investing

placeholder image


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