A random talk down Quant Street, Ep. 3/11 – Which factors work (and which don’t)?

Robeco Asset Management Podcast - A podcast by Robeco

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Academic literature tells us there are more than 300 factors. But not all can be exploited by investors. In this third episode of our new podcast series, Quant researcher Matthias Hanauer explains the five criteria these factors should meet in order to help achieve long-term alpha.