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Multifactor Strategies

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

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.

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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.

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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.

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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.

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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.

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Aug 07, 2017 Research Alliance Are Low Vol ETFs as Smart as They Sound?—Thornburg Investment Management

“Smart Beta” ETFs and their low-volatility ETF progeny may deliver a lower beta against their relevant benchmarks, but they’re not immune to bouts of volatility, and their returns frequently come up short.

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