We’re using cookies, but you can turn them off in Privacy Settings. Otherwise, you are agreeing to our use of cookies. Learn more in our Privacy Policy.

×

Overview

This award winning article published in the Financial Analysts Journal argues that unlike standard factors, such as value, momentum, and size, quality lacks a commonly accepted definition. The piece tests quality factors commonly used by investment firms and finds that profitability and investment-related characteristics tend to capture most of the quality-related premia.

Read the complete article published in the Financial Analysts Journal