Research Affiliates
Past is NOT prologue. With the proliferation of smart beta and factor strategies, investors should be vigilant to the pitfalls of data mining and ...
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title: Research Affiliates
description: Past is NOT prologue. With the proliferation of smart beta and factor strategies, investors should be vigilant to the pitfalls of data mining and performance chasing. Relative valuations can predict the long-term future returns of strategies and factors —not with any short-term precision— but well enough to add material value. Useful forecasting models should furthermore address implementation costs.
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- https://www.researchaffiliates.com/.. /588-quest-for-the-holy-grail-the-fair-va... ("Quest for the Holy Grail: The Fair Value of the Equity Market")
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- https://www.researchaffiliates.com/.. /312_will_your_factor_deliver_an_examinat... ("Will Your Factor Deliver? An Examination of Factor Robustness and Implementation Costs")
- https://www.researchaffiliates.com/.. /373_a_framework_for_assessing_factors_an...
- https://www.researchaffiliates.com/.. /373_a_framework_for_assessing_factors_an... ("Winner of the 2015 William F. Sharpe Award for ETF/Indexing Paper of the Year: "A Framework for Assessing Factors and Implementing Smart Beta Strategies"")
- https://www.researchaffiliates.com/.. /210_a_study_of_low-volatility_portfolio_...
- https://www.researchaffiliates.com/.. /210_a_study_of_low-volatility_portfolio_... ("Winner of the 2015 Bernstein Fabozzi/Jacobs Levy Award for Outstanding Article: "A Study of Low-Volatility Portfolio Construction Methods"")
- https://www.researchaffiliates.com/.. /121_rebalancing_and_the_value_effect.htm...
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- https://www.researchaffiliates.com/.. /595-forecasting-factor-and-smart-beta-re...
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H1 | H2 | H3 | H4 | H5 | H6 |
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- <H6> PUBLICATIONS
- <H6> STRATEGIES
- <H6> ASSET ALLOCATION
- <H6> SMART BETA
- <H6> ABOUT US
- <H1> Page Not Found
- <H4> Click here for the Strategy Performance Summaries.
- <H2> A smoother path to outperformance with multi-factor smart beta.
- <H2> Read the Article
- <H2> Not all "popular" factor strategies are a robust source of return.
- <H2> Read the Article
- <H4> RECEIVE OUR LATEST RESEARCH
- <H4> SOCIAL CONNECT
- <H4> Cookies Disclaimer
- <H4> Disclaimer
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- long-term4
- how4
- information4
- rebalancing4
- published4
- macro4
- robust4
- products4
- publications4
- emerging4
- policy4
word | title | descriptions | heading |
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smart | |||
beta | |||
strategies | |||
research | |||
factor | |||
affiliates |
- smart beta12
- research affiliates5
- beta strategies4
- rob arnott3
- asset allocation3
- emerging markets3
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- emerging markets are2
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