The world posterior results are included as a bar chart with labels that are almost too tiny to read and nearly impossible to match to the bars. It took me many hours to figure out which factors ...

the literature on investment factors now fills a veritable “factor zoo” with hundreds of options. How do investors select from among this huge array of possibilities? Noah Beck, Jason Hsu ...

The challenge of sorting through the proliferation of factors requires a new set of tools. “Organizing this ‘zoo of factors’ and distinguishing between useful, useless, and redundant factors ...

The problem of data mining, or p-hacking, is so acute that professor John Cochrane famously said that financial academics and practitioners have created a “zoo of factors.” For example ...

Some have taken to calling this large and growing collection the “factor zoo.” A new study, however, finds that many of these variables can be narrowed to just one: profitability. Entitled ...

were honored for their article “Factor Zoo (.zip).” In the article, the authors seek to determine the minimum number of factors that can explain all factor alphas, the metrics used in ...