Practical Applications of Contrarian Factor Timing is Deceptively Difficult
Volume: 5, Issue: 3, Pages: 1.5 - 5
Published: Dec 11, 2017
Abstract
Practical Applications Summary
In Contrarian Factor Timing is Deceptively Difficult, published in a 2017 special issue of The Journal of Portfolio Management, Cliff Asness, Swati Chandra, Antti Ilmanen, and Ronen Israel of AQR Capital Management address two of the most heated questions for today’s factor investors: how expensive are the most popular factors now and should we seek to time exposure to them?...Paper Details
Title
Practical Applications of Contrarian Factor Timing is Deceptively Difficult
Published Date
Dec 11, 2017
Volume
5
Issue
3
Pages
1.5 - 5
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