Course Name: Factor Investing: Concepts and Strategies, Section No: 1, Unit No: 3, Unit type: Document
Value, Momentum, Size, and Quality are covered, how about other types of factors such as Profitability, Low volatility, and Beta, etc.?
Course Name: Factor Investing: Concepts and Strategies, Section No: 1, Unit No: 3, Unit type: Document
Value, Momentum, Size, and Quality are covered, how about other types of factors such as Profitability, Low volatility, and Beta, etc.?
That's a great question Dino!
In the course, we have focused on the four popular style factors, which are value, momentum, size, and quality. However, it's important to note that the concepts and the structure of strategy implementation taught in the course can be applied to other factors such as profitability, low volatility, beta, and more. The course provides a strong foundation that can be extended to incorporate various other factors too.
Hope this helps!