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Multifactor Strategies

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

Jul 30, 2019 Research Alliance How to Reduce Beta with a Multifactor Approach—WisdomTree

After 24 months of live performance, the WisdomTree U.S. Multifactor Fund has met the objectives that were set out when it was launched.

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May 08, 2019 Research Alliance How the Innovation Factor Can Help Both Portfolios and Economic Growth—WisdomTree

On last week’s episode of the “Behind the Markets” podcast, Liqian Ren and Jeremy Schwartz spoke with Chris Jones and Anne Marie Knott.

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May 01, 2019 Research Alliance A Unique Lens on Risk Management—WisdomTree

On last week’s episode of our “Behind the Markets” podcast, Liqian Ren and Jeremy Schwartz spoke with Matt McAleer, Director of Equity Strategies at Cumberland Advisors, and economist Allison Schrager. The conversation focused on factor investing, U.S. sector trades, and how to manage risk when preparing for retirement.

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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.”

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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.

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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.

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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.

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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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