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Learn why traders use futures, how to trade futures, and what steps you should take to get started.
- 6 Apr 2015
- By MIT Sloan School of Management
This paper examines the potential advantages of factor allocation, taking into account the fact that the reasoning behind doing so is often misguided. The authors examine the sources of error that would indicate why investors would choose to allocate their portfolios to factors instead of assets. The authors also tested whether factor allocation provides noise-reduction benefits or stability benefits, and factor allocation failed to offer either of those two benefits.
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More in Factors / Risk Premia
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- Demystifying Time-Series Momentum Strategies - May 08, 2017
- An Introduction to Global Carry - January 31, 2016
- Big Data and Investment Management - December 31, 2015
CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.
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