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

January 2019
Part 3: Multi-Factor Design, Part 1—Mixing vs. Integrating
Part 3 in a 4-Part Series
Joe Steidl, Vitali Kalesnik

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.

WATCH PART 4:

Multi-Factor Design, Part 2—Keep a Handle on Trading Costs

WATCH PART 1:

What Matters in Multi-Factor Investing?

WATCH PART 2:

Ignored Risks of Factor Investing

Please refer to our disclosures for more information regarding the content of this video: Disclosures & Disclaimers

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