Can Your Factor Fund Deliver True Alpha?
Not all funds that set out to exploit factors, such as value, are created equal.
Ben Johnson: Hi, I'm Ben Johnson, director of global ETF research with Morningstar. I'm here on the sidelines of the 2017 Morningstar Investment Conference, and I'm excited to be joined by Patrick O'Shaughnessy. Patrick is a principal and portfolio manager with O'Shaughnessy Asset Management.
Patrick and I just finished discussing the concept of strategic beta, new approaches to factor investing, and what investors should be on the lookout for when it comes to selecting these funds.