混乱
神话学
修辞
简单(哲学)
实证经济学
因子(编程语言)
经济
历史
法律与经济学
业务
认识论
心理学
计算机科学
哲学
语言学
经典
程序设计语言
精神分析
作者
Michele Aghassi,Cliff Asness,Charles Fattouche,Tobias J. Moskowitz
标识
DOI:10.3905/jpm.2022.1.453
摘要
Factor investing has been around for several decades, backed by an enormous body of literature, and yet it is still surrounded by much confusion and debate. Some of the rhetoric and myths have existed for a long time, while others have arisen in response to the difficult performance from 2018 to 2020 and the subsequent turnaround. This article examines many claims about factor investing; some are timeless, while others are focused on specific concerns that have emerged recently. The authors reference an extensive academic literature and perform simple, yet powerful, analysis to address these claims.
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