The Journal of Portfolio Management
Quantitative Strategies: Factor Investing

Since 2016, five quantitative special issues have been published by The Journal of Portfolio Management focusing on two themes: factor investing and multi-asset strategies. This issue is the fourth special issue on factor investing.

Featuring articles from some of the most prominent minds in the industry, this issue provides actionable solutions to those looking to delve into factor investing.

"The amount of research on factors continues to grow at an exceptional rate, and the amount of assets in factor strategies has exploded over the last few years."

JOSEPH CERNIGLIA AND FRANK J. FABOZZI

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+1-646-931-9045 | pm-research@pageantmedia.com

Topics covered in this issue include:
  • Time-series momentum trading strategies
  • Mean variance factor portfolio construction
  • Defensive Factor Timing
  • Multi Factor Investing
  • Factor investing based on equity asset pricing anomalies
  • Four Fama-French Factors in credit markets
  • Hedge Fund replication frameworks
  • Factor and goal driven frameworks within DB pension plans