Diversification in Multi-Factor Portfolios

From Flirting with Models
March 20, 2017 - 9:02am
This blog post is available as a PDF here. Summary¬≠¬≠ The debate rages on over the application of valuation in factor-timing methods. Regardless, diversification remains a prudent recommendation. How to diversify multi-factor portfolios, however, remains up for debate. The ActiveBeta team at Goldman Sachs finds new evidence that composite diversification approaches can offer a higher […] The post Diversification in Multi-Factor Portfolios appeared first on Flirting with Models.

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