December 2018
Beginner to intermediate
684 pages
21h 9m
English
Based on a conceptual understanding of key factor categories, their rationale and popular metrics, a key task is to identify new factors that may better capture the risks embodied by the return drivers laid out previously, or to find new ones. In either case, it will be important to compare the performance of innovative factors to that of known factors to identify incremental signal gains.
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