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Quick coverage of the leading practitioner journal in the investment management community. Get a quick overview of each issue with the Editor's Snapshot. Also find article summaries and more. All the original Journal articles can be found on:

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s://www.cfainstitute.org/en/research/financial-analysts-journal

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  2. When Equity Factors Drop Their Shorts

When Equity Factors Drop Their Shorts

Oct 16, 2020

A summary of “When Equity Factors Drop Their Shorts” by David Blitz, Guido Baltussen, and Pim van Vliet, published in the Fourth Quarter 2020 issue of the Financial Analysts Journal.

Summary
http://www.cfainstitute.org/en/research/financial-analysts-journal/2020/when-equity-factors-drop-their-shorts