• A systematic framework to factor tilting

    A systematic framework to factor tilting

    Jan 4, 2024 | By Andrew Ang, PhD
    Factors are cyclical. Individual factors may experience periods of underperformance. A time-varying approach to factors may supersede factor investing alone.
  • When Momentum Loses Momentum

    When Momentum Loses Momentum

    Sep 29, 2023 | By Andrew Ang, PhD
    Investors that are willing to endure periods of cyclical underperformance for the momentum factor may be able to effectively capture the long-term premium with momentum ETFs.
  • Factors & the Magnificent Seven

    Factors & the Magnificent Seven

    Sep 1, 2023 | By Andrew Ang, PhD
    Factors tend to favor breadth over concentration. Narrow leadership by the Magnificent Seven has been a challenge for factors; however, taking a long-term view may help remind investors the benefits of staying invested in these long-run drivers of re...
  • A Sharper Lens – Factors & Sectors

    A Sharper Lens – Factors & Sectors

    Jul 10, 2023 | By Andrew Ang, PhD
    It’s not factors versus sectors. It’s factors and sectors. Factors can help investors better understand their portfolios.
  • International Style

    International Style

    May 12, 2023 | By Andrew Ang, PhD
    Factor investing has seen increased popularity in the US. Investors may also want to consider increasing their opportunity set by considering factors abroad.
  • Quality Control

    Quality Control

    Apr 26, 2023 | By Andrew Ang, PhD
    Quality investing is not always exciting – but increased volatility and uncertainty in markets makes a compelling case for adding quality today.
  • Trends in factor investing in the 20th and 21st centuries

    Trends in factor investing in the 20th and 21st centuries

    Feb 27, 2023 | By Andrew Ang, PhD
    Factor investing has evolved significantly over the 20th and 20th centuries. In this Angle, Andrew Ang investigates some of the key long and short-term trends.