The continuation of a “slowdown” regime may favor the quality and low volatility factors.
Systematic quarterly rebalancing may help revenue-weighted portfolios seek potentially high yields.
In a tough year for quant strategies, factor investing shines.
A dynamic factor allocation approach linked to the business cycle may improve returns.
Looking at fundamentals of dividend stocks can help investors avoid unpleasant surprises.
Christopher Polk of the London School of Economics discusses the outlook for quantitative investing.
A dynamic approach to factor investing can help investors outperform the market.
ETF flows slowed to a trickle in the wake of market volatility and a decline in investor sentiment.
A discussion of factor research with Christopher Polk of the London School of Economics.