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Abstract
In this article, the authors discuss the current state of affairs, critical issues, and practical considerations associated with factor research and factor investing from the perspectives of academics, practitioners, and investors. The amount of research on factors continues to grow at an exceptional rate, and the amount of assets in factor strategies has exploded over the last few years. These dynamics call for both awareness and innovative research to understand the potential opportunities and risks for investors.
TOPIC: Factor-based models
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