Factor Investing in Under the Radar Markets with Chris Covington
Excess Returns
00:00
How to Build a Multi Factor Portfolio
I want to talk about the two different ways to sort of build a multi factor portfolio. You have some people who use sort of a sleeve method, where they say, give me my value, give meMy momentum, give memy quality,. And then you have other people who say, I want stocks that have attributes of all of them simultaneously. For us, we have to really consider the interaction of factors and how they work together. So it's not simple. It's just the way that our philosophy is, good on any one dimension is better than good on any single dimension.
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