PT  - JOURNAL ARTICLE
AU  - Dimitris Melas
TI  - The Future of Factor Investing
AID  - 10.3905/jpm.2021.1.308
DP  - 2021 Dec 31
TA  - The Journal of Portfolio Management
PG  - 15--25
VI  - 48
IP  - 2
4099  - https://pm-research.com/content/48/2/15.short
4100  - https://pm-research.com/content/48/2/15.full
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.