The limitations of factor investing: factor diversification is not enough to protect investors against market shocks
NICE, France, Nov. 3, 2015 (GLOBE NEWSWIRE) -- In 2014, EDHEC Risk Institute researchers had shown in an article published in the Journal of Portfolio Management (Amenc, N., F. Goltz, A. Lodh and L. Martellini, Summer 2014, Towards Smart Equity Factor …