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Decline

Quantitative investing

Diversification over factors

Diversifying a portfolio across multiple factors enhances its robustness.


Unlike traditional diversification over asset classes, factor-based diversification delves deeper, focusing on underlying factors like value, size, and momentum that influence the risk-return profile. With factor investing, portfolios are structured around significant risk or return differences, ensuring a more comprehensive approach to asset distribution.


See also

Factor investing
Evidence-based investing
Systematic approach


Invisible layers surface to deliver attractive returns