Posts tagged with ‘fama-french’

The Whole is Greater than the Sum of the Parts
In Factors, Minimum Variance, Optimization, Retail, Systematic Investing on May 14, 2013
One of the most mind-blowing implications of portfolio theory is that a well conceived portfolio has the potential to be…
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Track Records are Rubbish (or Why Managers are Factors in Drag)
In Factors, Industry Illusions, Optimization, Retail, Tactical Alpha on January 7, 2013
As usual, you are the butt of the joke. Everywhere you turn, you are bombarded with 1, 3, and 5…
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Equity Portfolio Optimization with Factor Tilts
In Asset Allocation, Correlation, Factors, Institutional, Minimum Variance, Optimization, Risk Parity on November 20, 2012
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