Equity factors such as value, size, and momentum have notoriously cyclical return patterns
that may make them inappropriate investments depending on one's time horizon. In this article…

The past several years has witnessed the introduction of hundreds of so-called ‘smart beta’equity
indexes. These indexes provide exposure to risk factors, such as value or low volatility, …

Type 1 pili have long been considered the major virulence factor enabling colonization of the
urinary bladder by uropathogenic Escherichia coli (UPEC). The molecular pathogenesis of …

If you are engaged in factor-based investing and utilizing one of the many so-called smart beta
indices, you may not be getting the exposure you hoped for. To find out, compare the ratio …

Although the coronavirus disease 2019 pandemic has served as a flashlight, illuminating and
unmasking deep socio-economic and health care divides in our country, the terrible events …

Style factors have been shown to historically deliver superior riskadjusted returns than passive
capitalization weighted indexes and more persistent performance than traditional active …

Risk models play a key role in quantitative equity management. While risk models are generally
good predictors of ex-post portfolio volatility we are painfully aware that, at times, these …

Global equity risk factors that are constructed by sorting stocks on firm characteristics associated
with expected returns contain embedded region and sector exposures. We show that …

Style factors have been shown to historically deliver superior risk-adjusted returns than passive
capitalization weighted indexes and more persistent performance than traditional active …

Style factors have been shown to historically deliver superior risk-adjusted returns than passive
capitalization weighted indexes and more persistent performance than traditional active …