In this article, the authors discuss the current state of affairs, critical issues, and practical considerations associated with factor research and factor investing from the perspectives of academics, practitioners, and investors. The amount of research on factors continues to grow at an...

"A detailed, multi-disciplinary approach to investment analytics Portfolio Construction and Analytics provides an up-to-date understanding of the analytic investment process for students and professionals alike. With complete and detailed coverage of portfolio analytics and modeling methods,...

"This book fills provides a high-level overview of the analytics process at investment firms from multiple angles: the data management side, the modeling side, the software resources side, and the investment strategy side"--