Skip to main content

New EDHEC Survey On Equity Factor Investing Calls Risk Techniques Into Question

Press review Mondovisione “(…) Professor Lionel Martellini, Director of EDHEC-Risk Institute, said, “We hope that the EDHEC Survey on Equity Factor Investing will enable investment professionals to learn and understand the interests and motivations for investing in these new forms of equity factor strategies. We see from the survey that investors, and especially asset owners, are ultimately aware of the difficulties and the technical progress to be achieved to master dynamic factor allocation. It is EDHEC-Risk’s ambition to keep on producing applied academic research on the subject so as to enhance our collective understanding of the benefits and limits of dynamic approaches to factor investing.”(…)” Copyright Mondovisione http://www.mondovisione.com/media-and-resources/news/new-edhec-survey-on-equity… 2018