Factor Alpha & International Investing: Part 1 (of 4)

Categories International, Investing, Momentum, OSAM Research, Value

(This is the first in a series of four posts that examine the efficacy of factor-based investing in the International market.)

Strategies should deliver concentrated factor exposures designed to deliver alpha. Unfortunately, the proliferation of factor investing over the recent past has missed this key point. Instead, most factor-based or Smart Beta strategies consist of hundreds of holdings where the bulk of the weight is allocated to the largest companies while providing only slight factor tilts. Continue reading “Factor Alpha & International Investing: Part 1 (of 4)”