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5min chapter
Michael Hunstad - Institutional Trends in Factor Investing (S3E9)
Flirting with Models
The Future of Factor Investing
The future of factor investing has stagnated and we have seen some innovation. Over the next several years, were going to see a lot more innovation on the factor e s g synthesis front. I believe that these two ideas really can go hand in hand and that both can be implemented quantitatively. Both suffer from the problems that we talked about at the last hour in unintended bets for folio tion. So i think that it's just the beginning.
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