Factor investing: Difference between revisions
WikiSysopIG (talk | contribs) Created page with "'''Factor investing''' is an investment approach that involves selecting and weighting securities according to specific characteristics, known as factors, that are associated with differences in expected returns, risk, or other investment outcomes. Factor investing can be implemented across asset classes and is commonly used in portfolio management, quantitative investing, and..." |
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R_{t-k,t} | R_{t-k,t} | ||
</math> | |||
where <math>R_{t-k,t}</math> represents the return over a specified historical period. | where <math>R_{t-k,t}</math> represents the return over a specified historical period. | ||