Financial Analysts Journal: Risk Management and Optimal Combination of Equity Market Factors

 By SIMON CONSTABLE

Combining factors in a multi-factor portfolio using forecast risk management can add substantially to investment returns. Backtesting showed such a strategy run over 54 years would have made annualized returns of 10.79%, vs. 7.77% for a similar non-risk-managed portfolio. Read more here.

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JohnWBarber, Public domain, via Wikimedia Commons