Trade-Off in Multifactor Smart Beta Investing: Factor Premium and Implementation Cost

Feifei Li and Joseph (Yoseop) Shim
The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 115-124; DOI: https://doi.org/10.3905/jpm.2019.45.3.115

Article Information

vol. 45 no. 3 115-124
DOI 
https://doi.org/10.3905/jpm.2019.45.3.115
Published By 
Pageant Media Ltd
Print ISSN 
0095-4918
Online ISSN 
2168-8656
History 
  • Published online March 1, 2019.
Copyright & Usage 
© 2019 Pageant Media Ltd

Author Information

  1. Feifei Li
    1. is director, head of investment strategy at Research Affiliates, LLC, in Newport Beach, CA. (li{at}rallc.com)
  2. Joseph (Yoseop) Shim
    1. is vice president of smart beta at Research Affiliates, LLC, in Newport Beach, CA. (shim{at}rallc.com)
  1. To order reprints of this article, please contact David Rowe at d.rowe{at}pageantmedia.com or 646-891-2157.
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Trade-Off in Multifactor Smart Beta Investing: Factor Premium and Implementation Cost
Feifei Li, Joseph (Yoseop) Shim
The Journal of Portfolio Management Feb 2019, 45 (3) 115-124; DOI: 10.3905/jpm.2019.45.3.115
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