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factor investing

Factor investing

A study on machine learning methods for bond return predictability wins the Invesco Factor Investing Prize at the Financial Management Association (FMA) Consortium on Factor Investing hosted by Cambridge Judge Business School. A research paper that evaluates a variety of…

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The five key ‘factors’ in factor investing

With factor investing and smart beta strategies on the rise, Professor Elroy Dimson of Cambridge Judge Business looks at five central factors that all investors should monitor closely. Factor investing and smart beta strategies increasingly are "in vogue", according to…

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