Aurora Borealis
6 April 2020 Multimedia

What Is Quality? (Graphic Abstract)

This award winning article published in the Financial Analysts Journal argues that unlike standard factors, such as value, momentum, and size, quality lacks a commonly accepted definition. The piece tests quality factors commonly used by investment firms and finds that profitability and investment-related characteristics tend to capture most of the quality-related premia.

We’re using cookies, but you can turn them off in Privacy Settings.  Otherwise, you are agreeing to our use of cookies.  Accepting cookies does not mean that we are collecting personal data. Learn more in our Privacy Policy.