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Education
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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- Correction or Crisis? - March 01, 2018
- Managed Futures as a Crisis Risk Offset Strategy - September 05, 2017
- Don’t Mistake Style for Skill - January 25, 2017
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