Alpha Signals, Smart Beta, and Factor Model Alignment


In Alpha Signals, Smart Beta, and Factor Model Alignment, Terry Marsh of the University of California, Berkeley and Quantal, and Paul Pfleiderer of Stanford University investigate smart beta and risk model forecasting. In this discussion with Marsh, he discusses the article and offers additional perspective on why he and his co-author decided to explore the drivers of return and the corresponding risk factors.

http://www.iijournals.com/doi/abs/10.3905/pa.2016.4.2.172


Featured Posts
Recent Posts
Archive
Search By Tags
No tags yet.
Follow Us
  • Facebook Basic Square
  • Twitter Basic Square
  • Google+ Social Icon

Copyright © Quantal International, Inc.

Quantal International, Inc.
455 Market Street
Suite 1200
San Francisco, CA 94105
Phone: 415-644-0754 Fax: 415-644-0948