Bridging Financial Planning and Factor Investing with Northern Trust's Peter Mladina
Excess Returns
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What Makes a Good Risk Factor?
I want to ask you about factors in general, because it seems like we've gone from the major factors value and momentum and quality. And I'm just wondering if you could talk about what you think the criteria we should use to judge a good factor. So that's number one, with a return premium, it's a compensated source of risk. There ought to be three definite there are three criteria to a common risk factor.
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