In a follow - up blog, we will provide additional framework through which active factor bets taken by large - cap active managers are evaluated. (indexologyblog.com)
Be aware that you are likely embedding factor bets on steroids, which can blow up in the wrong market environment. (alephblog.com)
This kind of portfolio would be doubly exposed to its factor bets, which is great if the factor is in favor but potentially disastrous if it is out of favor. (swanglobalinvestments.com)