Multifactor Investing

Bill Jiang ()
Additional contact information
Bill Jiang: Legal & General Investment Management

Chapter Chapter 16 in Investment Strategies, 2022, pp 193-206 from Springer

Abstract: Abstract Factor investing has attracted significant market interest in recent years. This investment approach seeks to outperform the market by harvesting the return premiums of risk factors in a systematic and efficient way. It is essentially positioned between active management and passive investing to combine their advantages. This chapter discusses the rationale for the adoption of the multifactor approach and its key investment benefits. It introduces two primary methods used to construct multifactor strategies. The chapter is concluded with the discussion of common factor combinations in multifactor investing.

Date: 2022
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-030-82711-3_16

Ordering information: This item can be ordered from
http://www.springer.com/9783030827113

DOI: 10.1007/978-3-030-82711-3_16

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().