Investment innovation trends: factor-based investing

dc.citation.epage	75
dc.citation.spage	65
dc.citation.volume	12
dc.contributor.author	Centineo, Sanja
dc.contributor.author	Centineo, Santo
dc.date.accessioned	2023-08-29T12:41:05Z
dc.date.available	2023-08-29T12:41:05Z
dc.date.issued	2017
dc.description.abstract	This article shows that it can take a long period of time until research knowledge finds its application in practice and get disseminated as innovation trend. Factor-based investing is such an example. Having its developing roots in the nineties, it took more than two decades until this approach was detected by the investment community. The goal of this article is to recall the definition of factor investing, present its historical evolvement and motivate its recent break-through and current trend among investment practitioners (known also under the notion smart beta). It aims at familiarizing with this investment approach from a practical perspective and highlighting its diversifying benefits in a portfolio context with the potential to outperform the market on riskadjusted basis.
dc.identifier.doi	10.5937/sjm12-10764
dc.identifier.uri	https://vaseljena.ues.rs.ba/handle/123456789/605
dc.language.iso	en
dc.publisher	University of Belgrade, Serbia
dc.source	Serbian Journal of Management
dc.subject	Smart beta, risk factors, market anomalies, diversification, outperformance
dc.title	Investment innovation trends: factor-based investing
dc.type	Article

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