Equity Factor-Based Investing: A Practitioners Guide

For your weekend reading this Labor Day holiday, there is a special treat, a 24 page manual on a new strategy called Equity Factor-Based Investing.  It must be pretty special because the web page it came from is designed so that it cannot be reproduced, as I will note below.  It certainly is worth a look and, if it's as special as it appears, I will read it and make a presentation on it at a future meeting.  Enjoy the holiday.

  

Equity factor-based investing: A practitioner’s guide - The Big Picture

Equity Factor-Based Investing:  A Practitioners Guide

from The Big Picture by Barry Ritholtz, 9-1-17 post

September 1, 2017 -- from Vanguard Research

by Douglas M. Grim, CFA; Scott N. Pappas, Ph.D., CFA;

 

This paper builds on the foundation described in "Factor Based Investing."  It is a practical guide to the suitability and key portfolio construction considerations relevant to those interested in equity factor-based investments.  Equity factor-based investing is a form of active management that aims to achieve specific risk or return objectives through systematic rules-based strategies.  It can be used in a number of applications. 

 

Note:  This manual can only be read and studied through this link. It cannot be printed out, saved as a pdf, copied to a Word document, or reproduced in any way.