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Financial Analysts Journal Volume 75, 2019 - Issue 2

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Transaction Costs of Factor-Investing Strategies

Feifei Li Feifei Li is director of investment strategy at Research Affiliates, LLC, Newport Beach, California.

https://orcid.org/0000-0002-7714-6150

Tzee-Man Chow Tzee-Man Chow is senior vice president and head of smart beta at Research Affiliates, LLC, Newport Beach, California.

https://orcid.org/0000-0003-1859-134X

Alex Pickard Alex Pickard, CFA, is senior analyst, research, at Research Affiliates, LLC, Newport Beach, California.

, CFA &

Yadwinder Garg Yadwinder Garg, CFA, is senior associate analyst, disciplined equities, BMO Asset Management, Inc., Toronto.

, CFA

Pages 62-78 | Published online: 20 Mar 2019

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https://doi.org/10.1080/0015198X.2019.1567190
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