Jacques Lussier, Andrew Ang, Mark Carhart, Craig Bodenstab, Philip E. Tetlock, Warren Hatch, David Rapach
ASIN: B01M3V5EXT
Publisher: CFA Institute Research Foundation
Pages: 57
Drawing from a CFA Montréal event, this analysis of factor investing reviews types of factors and risk premiums as well as the value of forecasting, including issues with accuracy and improving efficiency.