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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 ...
There's a chart on factor investing that I love to use for investor presentations, but I've been cautioned many times not to. I've heard it's "too busy" or "too confusing," and while I totally ...
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 ...
This is something Feng, Giglio, and Xiu (2020) dub the "factor zoo." Among the 150+ factors reviewed in their research, only a few were economically significant when considered collectively.
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 ...