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Practical Applications

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Practical Applications of Academic Knowledge Dissemination in the Mutual Fund Industry: Can Mutual Funds Successfully Adopt Factor Investing Strategies?

Eduard van Gelderen, Joop Huij and David Adler
Practical Applications Summer 2015, 3 (1) DOI: https://doi.org/10.3905/pa.2015.3.1.090
Eduard van Gelderen
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David Adler
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Academic Knowledge Dissemination in the Mutual Fund Industry: Can Mutual Funds Successfully Adopt Factor Investing Strategies? Eduard van Gelderen Joop Huij

Abstract

Practical Applications

  • The net effect. Factor investing outperformed, even after taxes and fees.

  • Loud and clear. Low-volatility, value and small cap strategies strongly outperformed in the study.

  • Mixed results. The performance of momentum and long-term reversal strategies, compared to the control group, was mixed. Short-term reversal strategies underperformed.

Financial researchers traditionally have taken a theoretical approach. Compared to medical research, there is much less focus on evidence and the effects of an intervention. Dutch-based practitioner-researchers Eduard van Gelderen and Joop Huij are trying to change this, by bringing evidence-based practice to finance. In this report, the authors describe their research method and demonstrate that academic theories can indeed work well in practice, at least for the specific factors tested.

  • The content is made available for your general information and use and is not intended for trading or other specific investment advice purposes or to address your particular requirements. We do not represent or endorse the accuracy or reliability of any advice, opinion, statement, or other information provided any user of this publication. Reliance upon any opinion, advice, statement, or other information shall also be at your own risk. Independent advice should be obtained before making any such decision. Any arrangements made between you and any third party named in this publication are at your sole risk.
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Practical Applications: 3 (1)
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Practical Applications of Academic Knowledge Dissemination in the Mutual Fund Industry: Can Mutual Funds Successfully Adopt Factor Investing Strategies?
Eduard van Gelderen, Joop Huij
Practical Applications Jul 2015, 3 (1) DOI: 10.3905/pa.2015.3.1.090

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Practical Applications of Academic Knowledge Dissemination in the Mutual Fund Industry: Can Mutual Funds Successfully Adopt Factor Investing Strategies?
Eduard van Gelderen, Joop Huij
Practical Applications Jul 2015, 3 (1) DOI: 10.3905/pa.2015.3.1.090
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