Factor Investing Explicitly Tries To Look Lousy On Active Share: Cliff AsnessGuest Post
There has already been much ink, and maybe even some blood, spilled debating the merits of "Active Share" for judging an investment fund. There was the original paper, a critique of that paper written by some of my colleagues, a reasonable (which doesn’t mean I agree with it) response to AQR’s piece, and even . . .
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