Axioma
August 03, 2016
Axioma is the leading provider of innovative risk-management, portfolio-construction, and risk and regulatory reporting solutions.

Multi-factor Investing: Practical Considerations for Portfolio Managers

Factor-based and smart beta products have become a growing trend as investors look for ways to quantitatively expose their portfolios to certain historically successful investment themes while reducing the volatility that comes from betting on individual securities. The factor investing trend spawned multi-factor investment products as investors recognized that certain factors may underperform in certain market conditions and combining one or more of them can potentially limit the portfolio’s downside risk.

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