Factor-Based Portfolio Construction is a portfolio construction methodology that systematically selects and weights assets based on exposure to empirically supported risk factors, distinguishing it from traditional approaches by prioritizing factor premiums such as value, momentum, or volatility rather than market capitalization or sector classification.
50
Publications
1.6K
Citations
103
Authors
57
Institutions
Publications per year
2017–2026
22
Parents
Publications
50
Asset-Based Style Factors for Hedge Funds
William Fung, David A. Hsieh · Financial Analysts Journal · 2002 · 288 citations
Business, Finance, Risk Management +17
Factor Investing in the Corporate Bond Market
Patrick Houweling, Jeroen van Zundert · Financial Analysts Journal · 2017 · 165 citations
1–5 of 50
Authors
103
- JB
6
h-index
- TW
4
h-index
- WF
3
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- DA
3
h-index
- JC
2
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1–5 of 103
Institutions
57
State Street (United States)
Boston, United States
5 h-index
12 publications
232 citations
Duke University
Durham, United States
4 h-index
4 publications
414 citations
Axiom (United States)
Westmont, United States
2 h-index
5 publications
122 citations
University of California, Los Angeles
Los Angeles, United States
2 h-index
2 publications
66 citations
ING Direct
New York, United States
2 h-index
2 publications
58 citations
Ecole des Hautes Etudes Commerciales du Nord
Roubaix, France
2 h-index
2 publications
38 citations
Brigham Young University
Provo, United States
2 h-index
2 publications
35 citations
Quantitative BioSciences
Solana Beach, United States
2 h-index
2 publications
185 citations
1–8 of 57
Venues
- The Journal of Portfolio Management
JPM · 12 publications · 308 citations
11
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- SSRN Electronic Journal
Repository · 7 publications · 179 citations
7
h-index
- The Journal of Index Investing
JII · 5 publications · 69 citations
5
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- The Journal of Investing
5 publications · 157 citations
5
h-index
- Financial Analysts Journal
FAJ · 4 publications · 488 citations
4
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1–5