Single-Factor Portfolio Construction
- Author
- MSCI Inc
- Published
- Thu 30 Jul 2020
- Episode Link
- https://marketsense-podcast.msci.com/Perspectives/2020_0730_Perspectives_e20_abhishek.mp3
We take a look at the latest research around four key elements of single-factor portfolio construction: investment universe selection, factor definition, portfolio breadth and security weighting.
