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The Growth-Factor Premium: Seeking a Systematic Approach for Capturing It
Jun 5, 2019
While used extensively by active managers as part of their security-selection decisions, the growth factor has been largely left out of the factor-index investing landscape, at least in its simplest form. This paper explores why and offers a way to capture this factor with a systematic, rules-based approach.
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Research authors
- Mehdi Alighanbari, Executive Director, MSCI Research
- Dimitris Melas, Managing Director, MSCI Research
- Shubhangi Sharma, Associate, Core Equity Research