Andrew Ang, PhD: Including Factor Investing in Portfolio Design

Abstract

In February 2020, Andrew Ang spoke with members of the Journal of Investment Consulting editorial advisory board about factor investing—its fundamental economic basis, its past performance, and its role in the future. Taking part in the discussion were Inna Okounkova, Columbia University and editor-in-chief of the Journal; Mark J. P. Anson, The Commonfund; Edward Baker, Mesirow Financial; Ludwig Chincarini, University of San Francisco and United States Commodity Funds; Philip Fazio, Merrill Lynch; and Geoffrey Gerber, TWIN Capital Management.

Keywords: [Andrew Ang, Factor Investing, Portfolio Design

JEL Classification: G10, G11