Les Affaires Plus - Factor based investing, too good to be true?
In its winter 2020 edition, the Les Affaires Plus magazine published an article (in French only) entitled "L'investissement factoriel, trop beau pour être vrai?" on page 33. This article by Ian Gascon, president of Idema Investments, explains that most research papers on factor based investing were published several years ago and that an investor should have realistic expectations about future excess returns coming from these strategies.
About Idema Investments
Idema Investments is a portfolio manager that offers the first online investment solution that gives independent, personalized and low cost investment advice, also known as a "robo-advisor". A long term oriented systematic approach combined with the use of Exchange traded funds (ETFs) allows us to offer portfolios tailored to the needs of both do-it-yourself investors and investors looking for a managed portfolio solution. Follow our ETF blog on lesaffaires.com
