During the past two decades, the share of passively managed equity fund assets has risen. While some lament that passive investors have consigned themselves to merely average returns, the truth is ...

Franklin U.S. Large Cap Multifactor Index ETF implements a strategy combining quality, value and momentum factors in the Russell 1000. FLQL is quite close to its benchmark regarding the sector ...

The paper focuses on mutual fund returns from the Greek market. In particular, a set of linear multifactor models is estimated in search of the specification that most adequately describes the time ...