目次

1. The Price of Factors and the Implications for Active Investing 2. Factor Investing: The Rocky Road from Long-Only to Long-Short 3. Peering under the Hood of Rules-Based Portfolio Construction: The Impact of Security Selection and Weighting Decisions 4. Diversify and Purify Factor Premiums in Equity Markets 5. The Predictability of Risk-Factor Returns 6. Style Factor Timing 7. Go with the Flow or Hide from the Tide? Trading Flow as a Signal in Style Investing 8. Investment and Profitability: A Quality Factor that Actually Works 9. Common Equity Factors in Corporate Bond Markets 10. Alternative Risk Premia: What Do We Know? 11. Strategic Portfolio Allocation With Factors 12. A Macro Risk-Based Approach to Alternative Risk Premia Allocation 13. Optimizing Cross-Asset Carry 14. Diversification and the Volatility Risk Premium 15. Factor Investing and ESG Integration 16. The Alpha and Beta of Equity Hedge UCITS Funds: Implications for Momentum Investing