Chosen by shared topics, the entries that hold them, and the people who recommended both.
The quantitative method for building active portfolios against a benchmark.
Factor investing for asset owners: factors as the nutrients inside assets.
Recommended by: Patrick O'Shaughnessy
Markets pay skilled active managers; a survey of the strategies they run.
The cross-sectional testing methods behind every factor claim.
The evidence on what drives returns across asset classes: risk factors and behaviour.
How much alpha turned out to be factor exposure sold expensively.
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