Strategy Note /
Global

MULTI-FACTOR MODELS 101

    FactorResearch
    14 September 2021
    Published byFactorResearch
    1. Three common approaches for creating multi-factor portfolios are the Combination, the Intersectional and the Sequential models
    2. The results from the Combination and Intersectional models are comparable in terms of trend
    3. Each model has its own advantages and disadvantages, the selection will depend on investor preferences