Sentences with phrase «multifactor portfolios»
Therefore, blending factors to form multifactor portfolios may potentially help deliver smoother excess return across business and market cycles.
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Correlation among factors is a common consideration in the construction of multifactor portfolios.
This study confirms the integrating approach creates a multifactor portfolio that delivers outstanding backtested performance, especially when the portfolio is concentrated in a small set of stocks.
Not exact matches
Value, momentum, quality and size have historically low return correlations, so a multifactor smart beta portfolio can potentially benefit in a variety of market conditions and may lead to more consistent long - term results.
An easy way to add smart beta to a portfolio is through a multifactor strategy.
Take better control over risks and opportunities in your portfolio with Hartford Funds Multifactor ETFs.
Hartford Multifactor Low Volatility International Equity Index (LLVINX or the «Index») seeks to address risks and opportunities within developed (excluding the US) and emerging market stocks by selecting equity securities exhibiting low volatility and constructing the portfolio in a way that is designed to improve overall exposure to value, momentum, quality and size factors.
On this episode of the World Financial Podcast, Portfolio Manager, Alessio de Longis, of the OppenheimerFunds Global Allocation and US Dynamic Multifactor strategies rejoins us to help cut through the noise and highlight current tactical positioning.