MSCI: Multi-Factor Indexes Made Simple - A Review Of Static And Dynamic Approaches

Factor investing is gaining rapid acceptance by institutional and retail investors alike. Investors who were attracted by the long-term outperformance of risk premia generally started with single factor allocations. However, factor index returns1 have been cyclical and their active returns are weakly correlated. As a result, investors are increasingly turning their attention towards multi-factor index allocations. Not only have their returns been smoother, but historically they have offered a

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risktech Forum? Register for access

If you already have an account, please sign in here.

You need to sign in to use this feature. If you don’t have a RiskTech Forum account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can contact us to request an individual account here.