RT Journal Article
SR Electronic
T1 The Future of Factor Investing
JF The Journal of Portfolio Management
FD Institutional Investor Journals
SP jpm.2021.1.308
DO 10.3905/jpm.2021.1.308
A1 Dimitris Melas
YR 2021
UL https://pm-research.com/content/early/2021/11/16/jpm.2021.1.308.abstract
AB In this article, the author discusses current structural research and investment trends that are shaping the future of factor investing. Specifically, the author focuses on three emerging trends: the ongoing evolution of traditional factor models and strategies, recent innovation in data sources and modeling techniques, and the potential disruption from integrating factor strategies into the asset allocation process.