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Is Factor Investing a Welfare-Improving New Investment Paradigm or Yet Another Marketing Fad?

In a new study entitled “Factor Investing: A Welfare-Improving New Investment Paradigm or Yet Another Marketing Fad?”, drawn from the Lyxor research chair on “Risk Allocation Solutions”, EDHEC-Risk examines the relative efficiency of standard forms of practical implementation of the factor investing paradigm based on commonly used factors in the equity, fixed-income and commodity universes.