Does factor investing still work?
Unhedged
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Unraveling Factor Investing Strategies
This chapter delves into various factor investing strategies like momentum stocks, small caps, income stocks, and value stocks, exploring how these strategies exploit behavioral quirks in markets. It discusses the foundational Fama French three factor model and the historical outperformance of small and cheap companies. The debate between qualitative and quantitative investing, the challenges of consistent factor performance, and the cyclic nature of investing trends, especially regarding value versus growth investing, are also scrutinized.
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