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63: The Evolution of Multi-Factor Quant Strategies – With Savina Rizova, Global Head of Research at Dimensional Fund Advisors

Money Maze Podcast

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How Has the Firm Evolved Over the Decade Since That First Microcap Index Fund?

What dimensionals started off doing essentially a what was would be now known as a micro cap index strategy. After that, we launched more strategies focus on the small kept space,. And then in the early nineties, we expended on the decides to incorporate the brad new back then research from pamma and french on the value premium. The next big milestone was the incorporation of investment premium, the fifth factor, in the farma, french new five factor modo. This was 19 20. We moved into the e t f space with systematic active equity e t f.

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