Strategic Factor Risk Allocation

Research

Strategic Beta Strategies: An Evaluation of Different Approaches

Discusses several different types of strategic beta strategies available in the market, provides a high-level comparison of their weighting methodologies and explores biases or tilts.

factorEDecember 20, 2017

Research

Contrarian Factor Timing is Deceptively Difficult

The piece dives much deeper into the cyclicality of factors and provides insightful information for portfolio managers. Primarily, the paper addresses tactical shift in factors vs a strategic risk allocation.

factorEDecember 12, 2017

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Strategic Factor Risk Allocation

Strategic Beta Strategies: An Evaluation of Different Approaches

Contrarian Factor Timing is Deceptively Difficult

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