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Quantitative Finance · Glossário

O que é Factor product?

Definition 29.2 Strategies I: Equities and Futures · Capítulo 29 — The Asset Managers’ Strategies

A factor product is a rules-based portfolio, usually long-only, that tilts a broad index toward a style (value, momentum, quality, low volatility, size) by a published rule, sold as a fund or an index at a fee between an index fund’s and an active manager’s.

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