The Current State of Quantitative Equity Investing
Author | : Ying L. Becker |
Publisher | : CFA Institute Research Foundation |
Total Pages | : 75 |
Release | : 2018-05-10 |
ISBN-10 | : 9781944960452 |
ISBN-13 | : 1944960457 |
Rating | : 4/5 (457 Downloads) |
Download or read book The Current State of Quantitative Equity Investing written by Ying L. Becker and published by CFA Institute Research Foundation. This book was released on 2018-05-10 with total page 75 pages. Available in PDF, EPUB and Kindle. Book excerpt: Quantitative equity management techniques are helping investors achieve more risk efficient and appropriate investment outcomes. Factor investing, vetted by decades of prior and current research, is growing quickly, particularly in in the form of smart-beta and ETF strategies. Dynamic factor-timing approaches, incorporating macroeconomic and investment conditions, are in the early stages but will likely thrive. A new generation of big data approaches are rendering quantitative equity analysis even more powerful and encompassing.