Readers who have followed me over the years will know that I like to keep up with as much academic literature as time permits, but general references aside, I have never specifically written about factor investing.
Factors are numerical attributes of shares believed to lead to better performance prospects. Examples would include low p:es , high six-month to annual returns , low debt to equity and small firm size ...A subscription helps you enjoy the best of our business content every day along with benefits such as articles from our international business news partners; ProfileData financial data; and digital access to the Sunday Times and TimesLive Premium.
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