The Factor Game

Richard D. Bateson

Chapter 5 in Quantitative Hedge Funds:Discretionary, Systematic, AI, ESG and Quantamental, 2022, pp 133-147 from World Scientific Publishing Co. Pte. Ltd.

Abstract: The following sections are included:Equity Factor InvestingThe capital asset pricing modelThe Fama–French three-factor modelThe Carhart four-factor modelA flood of factorsReview of the Big 5 FactorsThe market beta factorThe size factorThe value factorThe momentum factorThe quality factorInvesting with FactorsA Reversion Factor?The Blunderbuss ApproachThe Evolution of Factors

Keywords: Hedge Fund; Investing; Investments; Investment Strategies; Discretionary Investing; Trading; Fund Management; Systematic Trading; Systematic Investing; CTA; Long/Short Equity; Equity Factors; Factor Investing; AI; AI Investing; Machine Learning; ESG; ESG Investing; Alternative Data; Quantamental (search for similar items in EconPapers)
JEL-codes: G1 G11 G12 (search for similar items in EconPapers)
Date: 2022
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