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Quantitative investing

Factor-tilt approach

A method of implementation where part of a portfolio is invested specifically in factor strategies.


Specific factors that may be under-represented in the 'standard' asset allocation are added in this approach using dedicated factor strategies.

Figure: Factor Tilts

Figure: Factor Tilts

Source: Koedijk, Slager, Stork: 'Factor Investing in Practice: A Trustees' Guide to Implementation' (2014).

Different approaches to implementing factor investing can be distinguished, such as the risk due diligence approach and factor optimization.


See also

Risk due diligence approach
Factor optimization approach
Systematic approach


Invisible layers surface to deliver attractive returns

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