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Multifactor Investing

In: Investment Strategies

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  • Bill Jiang

    (Legal & General Investment Management)

Abstract

Factor investing has attracted significant market interest in recent years. This investment approach seeks to outperform the market by harvesting the return premiums of risk factors in a systematic and efficient way. It is essentially positioned between active management and passive investing to combine their advantages. This chapter discusses the rationale for the adoption of the multifactor approach and its key investment benefits. It introduces two primary methods used to construct multifactor strategies. The chapter is concluded with the discussion of common factor combinations in multifactor investing.

Suggested Citation

  • Bill Jiang, 2022. "Multifactor Investing," Springer Books, in: Investment Strategies, chapter 0, pages 193-206, Springer.
    • Handle: RePEc:spr:sprchp:978-3-030-82711-3_16
    DOI: 10.1007/978-3-030-82711-3_16
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