HOME     Research   Multifactor Strategies

Multifactor Strategies

In-depth investment research and commentary from Litman Gregory and our Research Alliance

Mar 21, 2019 Research Alliance Rerating the Judgment Factor Amid Smart Beta’s Derating—Thornburg

Turns out price matters for excess returns, and that what’s worked before doesn’t necessarily persist into the future. “Many factors aren’t real.”

Read more
Mar 11, 2019 Research Alliance An Interesting Retrospective on Factors Performance—Wells Fargo Asset Management

In 2018 we saw a full cycle which tells an interesting story about factor performance.

Read more
Mar 07, 2019 Research Alliance The Minimum-Volatility Phenomenon—WisdomTree

With all the interest in minimum-volatility strategies, are the prices justified by lower-quality characteristics than the market? Jeremy Schwartz and Matt Wagner dig deep into the tradeoff of value and quality over time.

Read more
Jan 09, 2019 Research Alliance Q&A: Facts and the Future of Factor Investing—OppenheimerFunds

Christopher Polk of the London School of Economics discusses the outlook for quantitative investing.

Read more
Jan 08, 2019 Research Alliance Seeking Income? Here's One Way to Avoid Dividend Traps—OppenheimerFunds

Looking at fundamentals of dividend stocks can help investors avoid unpleasant surprises.

Read more
Nov 16, 2018 360 Views Webinar Replay: Multifactor Strategies

Here is a replay of our latest webinar on multifactor strategies with AQR's Adrienne Ross, CFA, and WisdomTree's Jeremy Schwartz, CFA.

Read more
Aug 27, 2018 Research Alliance Playing Defense Through Factor Diversification—OppenheimerFunds

A divergence in typically defensive factors may stymie investors seeking a refuge from volatility.

Read more
May 17, 2018 Research Alliance Implementing Smart Beta Strategies: Key Questions Answered—OppenheimerFunds

RIAs’ commonly asked questions about adding smart beta strategies to portfolios answered.

Read more
Mar 01, 2018 Research Alliance Navigating the Hidden Pitfalls of Factor Investing—Parametric Portfolio Associates

No one wants constraints, but they are often considered a necessary evil. For example, factor-based investing can introduce unintended bets into a portfolio. We explore how constraints can actually be a critical part of the success of this investment process.

Read more
Aug 08, 2017 Research Alliance Think And, not Or—Wells Fargo Asset Management

In this post, we’ll take a look at how each style (active, passive, factor-based) works and discuss why a strategic mix of all three could bring potentially valuable diversification and enhanced returns to investors’ portfolios.

Read more

ROBUST RESEARCH FOR YOUR INBOX

Take the complexity out of navigating the investment landscape for your clients. Sign up below to receive free Litman Gregory research.