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Transaction Costs of Factor-Investing Strategies

  • Published:2019-03-20 Issue:2 Volume:75 Page:62-78
  • ISSN:0015-198X
  • Container-title:Financial Analysts Journal
  • language:en
  • Short-container-title:Financial Analysts Journal

Author:

Li Feifei1ORCID,Chow Tzee-Man2ORCID,Pickard Alex3,Garg Yadwinder4

Affiliation:

1. Feifei Li is director of investment strategy at Research Affiliates, LLC, Newport Beach, California.

2. Tzee-Man Chow is senior vice president and head of smart beta at Research Affiliates, LLC, Newport Beach, California.

3. Alex Pickard, CFA, is senior analyst, research, at Research Affiliates, LLC, Newport Beach, California.

4. Yadwinder Garg, CFA, is senior associate analyst, disciplined equities, BMO Asset Management, Inc., Toronto.

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance,Accounting

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