Bridging the Gap: Adding Factors to Passive and Active Allocations

Anil Rao; Raman Aylur Subramanian; Dimitris Melas

doi:10.3905/jpm.2018.44.4.017

Bridging the Gap: Adding Factors to Passive and Active Allocations

Anil Rao, Raman Aylur Subramanian and Dimitris Melas

The Journal of Portfolio Management Quantitative Special Issue 2018, 44 (4) 17-31; DOI: https://doi.org/10.3905/jpm.2018.44.4.017

Anil Rao

is executive director, research at MSCI, Inc., in San Francisco, CA

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Raman Aylur Subramanian

is managing director, research at MSCI, Inc., in New York, NY

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Dimitris Melas

is managing director, research at MSCI, Inc., in London, U.K

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Bridging the Gap: Adding Factors to Passive and Active Allocations

Anil Rao, Raman Aylur Subramanian, Dimitris Melas

The Journal of Portfolio Management Mar 2018, 44 (4) 17-31; DOI: 10.3905/jpm.2018.44.4.017

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Bridging the Gap: Adding Factors to Passive and Active Allocations

Anil Rao, Raman Aylur Subramanian, Dimitris Melas

The Journal of Portfolio Management Mar 2018, 44 (4) 17-31; DOI: 10.3905/jpm.2018.44.4.017

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