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

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

 

Vitali Kalesnik and Joe Steidl
 

We compare the two most popular multi-factor strategy construction methods of mixing and integrating, and recommend when each of the two strategies is the more suitable for an investor’s needs.

Part 1: What Matters in Multi-Factor Investing?

part 2: ignored risks of factor investing

Part 4: Multi-Factor Design,

Part 2—Keep a Handle on Trading Costs