RT Journal Article SR Electronic T1 Practical Applications of Facts about Factors JF Practical Applications FD Institutional Investor Journals SP 1 OP 4 DO 10.3905/pa.5.3.253 VO 5 IS 3 A1 Paula Cocoma A1 Megan Czasonis A1 Mark Kritzman A1 David Turkington YR 2018 UL https://pm-research.com/content/5/3/1.11.abstract AB In Facts about Factors, published in the 2017 Special Issue of The Journal of Portfolio Management, Paula Cocoma, Megan Czasonis, Mark Kritzman, and David Turkington compare portfolio construction methods that are based on allocation to factors rather than using traditional building blocks such as asset class or industry sectors. “Because factors have an additional source of instability—mapping errors—factors are less stable than the traditional ways of grouping assets,” notes Kritzman.“Factors are obviously a very hot topic right now,” Turkington says. “But there is a lot of confusion about what factor investing means and the ways in which it adds value. We wanted to bring some clear analysis and new analytic perspectives to factors.”