Research Compendium 2017

An investment in knowledge pays the best interest. (Benjamin Franklin)

December 2017. Reading Time: Several hours. Author: FactorResearch.


  • Contains 34 research papers that we published on in 2017
  • Focus on factor investing and quantitative strategies from an investor’s perspective
  • They are kept brief, as simple as possible, and will hopefully stimulate debate

Questions and feedback are appreciated.

Please be aware that the file is relatively large, we would advise not to download this on your mobile.