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Multifactor Strategies

In-depth investment research and commentary from Litman Gregory and our Research Alliance

Oct 21, 2019 Research Alliance The U.S. Stock Market’s Moment(um) of Truth—WisdomTree

Jeff Weniger analyzes sector exposure to determine whether the value trend could continue.

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Oct 07, 2019 Research Alliance A Multifactor Approach to Developed Equity Markets—WisdomTree

International equity markets have made headlines this year for all the wrong reasons with lackluster performance and looming uncertainty. Should investors acquiesce and hold on for the ride? Brian Manby and Alejandro Saltiel discuss our unique multifactor approach to investing in developed international equity markets.

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Oct 03, 2019 Research Alliance How Investment Anomalies Work—WisdomTree

For the fifth consecutive year, we were able to broadcast our Behind the Markets podcast live from the Wharton-Jacobs Levy Center’s annual conference for quantitative finance in New York. The theme of the conference focused on investment anomalies, and we spoke to three experts about their work on the topic.

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Oct 02, 2019 Research Alliance Factor Timing or Factors All the Time?—WisdomTree

Investors were caught off guard by the sudden reversal of factor performance at the beginning of September, leading many investors to ask: “Does this rally really have legs, and is now the time to tilt into value or small caps?”

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Jul 30, 2019 Research Alliance How to Reduce Beta with a Multifactor Approach—WisdomTree

After 24 months of live performance, the WisdomTree U.S. Multifactor Fund has met the objectives that were set out when it was launched.

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May 08, 2019 Research Alliance How the Innovation Factor Can Help Both Portfolios and Economic Growth—WisdomTree

On last week’s episode of the “Behind the Markets” podcast, Liqian Ren and Jeremy Schwartz spoke with Chris Jones and Anne Marie Knott.

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May 01, 2019 Research Alliance A Unique Lens on Risk Management—WisdomTree

On last week’s episode of our “Behind the Markets” podcast, Liqian Ren and Jeremy Schwartz spoke with Matt McAleer, Director of Equity Strategies at Cumberland Advisors, and economist Allison Schrager. The conversation focused on factor investing, U.S. sector trades, and how to manage risk when preparing for retirement.

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Mar 21, 2019 Research Alliance Rerating the Judgment Factor Amid Smart Beta’s Derating—Thornburg

Turns out price matters for excess returns, and that what’s worked before doesn’t necessarily persist into the future. “Many factors aren’t real.”

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Mar 07, 2019 Research Alliance The Minimum-Volatility Phenomenon—WisdomTree

With all the interest in minimum-volatility strategies, are the prices justified by lower-quality characteristics than the market? Jeremy Schwartz and Matt Wagner dig deep into the tradeoff of value and quality over time.

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Jan 09, 2019 Research Alliance Q&A: Facts and the Future of Factor Investing—OppenheimerFunds

Christopher Polk of the London School of Economics discusses the outlook for quantitative investing.

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