Factor investing commentary from BlackRock

Research analyzes the benefits of tactically including other drivers of risk and return alongside traditional factors. (For financial professionals only)

Research published in The Journal of Wealth Management finds on average, advisor portfolios don’t have meaningful exposures to rewarded factors outside of small size. (For financial professionals only)

Research published in The Journal of Investing investigates a systematic deep value approach which mitigates the value trap. (For financial professionals only)

Research published in the Journal of Portfolio Management provides a factor timing framework for different economic regimes and market conditions (For financial professionals only)