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

Feifei Li; Joseph (Yoseop) Shim

doi:10.3905/jpm.2019.45.3.115

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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

Feifei Li

is director, head of investment strategy at Research Affiliates, LLC, in Newport Beach, CA

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Joseph (Yoseop) Shim

is vice president of smart beta at Research Affiliates, LLC, in Newport Beach, CA

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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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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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