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4min chapter
Michael Hunstad - Institutional Trends in Factor Investing (S3E9)
Flirting with Models
Is Academic Research Really Supporting Long & Short Portfolios?
A lot of academic research focuses on very naive, sort of quintile sorts of long short portfolios. But there are inherent limitations in translating that into a long only strategy. So what you really need to do to understand factors is look at the full distribution of the returns associated with those factors.
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