Boosting Retirement Outcome via Capture of Factor Premiums
May 11, 2023 - Size Effect, Strategic Allocation, Value Premium
Can investors improve long-term retirement portfolio outcomes by targeting equity factor premiums in their stock allocations? In his April 2023 paper entitled “How Targeting the Size, Value, and Profitability Premiums Can Improve Retirement Outcomes”, Mathieu Pellerin investigates whether stock portfolios that target size, value and profitability factor premiums better sustain retirement spending and generate larger… Keep Reading