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Equity factor-based investing: A practitioner's guide

17 July 2017 | Investing

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Equity factor-based investing is a form of active management that aims to achieve specific risk or return objectives through systematic, rules-based strategies. A Vanguard research paper, Equity factor-based investing: A practitioner’s guide, provides a practical framework for determining whether, how, and why to include equity factor-based investments in a portfolio.

Authors Douglas M. Grim, Scott N. Pappas, Ravi G. Tolani, and Savas Kesidis examine the historical performance of some commonly discussed strategies, detail why a rigorous due-diligence process is necessary, and describe four hypothetical case studies that explore how equity factor tilts can be used by investors.

 Equity factor-based investing: A practitioner’s guide

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