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Financial Analysts Journal Volume 72, 2016 - Issue 5
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Equity Investments

Will Your Factor Deliver? An Examination of Factor Robustness and Implementation Costs

Noah Beck Noah Beck is senior researcher in equity research, Research Affiliates, LLC, Newport Beach, California.
,
Jason Hsu Jason Hsu is chairman and CEO of Rayliant Global Advisors, Hong Kong.
,
Vitali Kalesnik Vitali Kalesnik is partner and head of equity research, Research Affiliates, LLC, Newport Beach, California.
&
Helge Kostka Helge Kostka is CIO of Maseco LLP, London.
Pages 58-82 | Published online: 27 Dec 2018

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Stefano Cavaglia, John Hua Fan & Zhenping Wang. (2022) Portable Beta and Total Portfolio Management. Financial Analysts Journal 78:3, pages 49-69.
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Robert D. Arnott, Campbell R. Harvey, Vitali Kalesnik & Juhani T. Linnainmaa. (2021) Reports of Value’s Death May Be Greatly Exaggerated. Financial Analysts Journal 77:1, pages 44-67.
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Jason Hsu, Vitali Kalesnik & Engin Kose. (2019) What Is Quality?. Financial Analysts Journal 75:2, pages 44-61.
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Feifei Li, Tzee-Man Chow, Alex Pickard & Yadwinder Garg. (2019) Transaction Costs of Factor-Investing Strategies. Financial Analysts Journal 75:2, pages 62-78.
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Daniel Giamouridis. (2017) Systematic Investment Strategies. Financial Analysts Journal 73:4, pages 10-14.
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