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Introduction

Factor investing strategies have gained popularity in recent years as investors seek ways to enhance portfolio returns and manage risk more effectively. These strategies involve selecting stocks or assets based on specific characteristics, or factors, that have been shown to outperform the market over time. Factors such as value, size, momentum, and quality are commonly used in factor investing strategies, with the goal of capturing excess returns beyond what can be achieved through traditional market cap-weighted approaches.

This thesis will explore the various factor investing strategies, their historical performance, and the challenges and opportunities they present for investors. By examining the latest research and empirical evidence, this study aims to provide a comprehensive overview of factor investing strategies and their implications for investment decision-making.

Table of Contents

Chapter 1: Introduction
1.1 Introduction
1.2 Background of study
1.3 Problem Statement
1.4 Objective of study
1.5 Limitation of study
1.6 Scope of study
1.7 Significance of study
1.8 Structure of the Thesis
1.9 Definition of Terms

Chapter 2: Literature Review
2.1 Evolution of Factor Investing
2.2 Theoretical Foundation of Factor Investing
2.3 Empirical Evidence on Factor Premiums
2.4 Factor Models and Asset Pricing
2.5 Factor Timing and Selection
2.6 Factor Investing and Portfolio Construction
2.7 Factor Investing in Practice
2.8 Factor Investing and ESG Considerations
2.9 Criticisms of Factor Investing
2.10 Future Directions in Factor Investing Research

Chapter 3: Research Methodology
3.1 Research Design
3.2 Data Collection
3.3 Data Analysis Techniques
3.4 Sample Selection
3.5 Variable Selection
3.6 Model Specification
3.7 Hypothesis Testing
3.8 Limitations of the Methodology

Chapter 4: Discussion of Findings
4.1 Performance of Factor Investing Strategies
4.2 Factor Exposures and Portfolio Diversification
4.3 Factor Investing and Risk Management
4.4 Factor Timing Strategies
4.5 Factor Investing in Different Market Conditions
4.6 Impact of Costs and Implementation Issues
4.7 Comparison with Traditional Investment Approaches
4.8 Practical Implications for Investors

Chapter 5: Conclusion and Summary
5.1 Summary of Findings
5.2 Contributions to Existing Literature
5.3 Implications for Investment Practitioners
5.4 Recommendations for Future Research

Thesis Overview: Factor Investing Strategies

Factor investing strategies have gained significant attention in the investment community as a way to enhance portfolio returns and manage risk more effectively. By focusing on specific factors that have been shown to outperform the market over time, such as value, size, momentum, and quality, investors can potentially achieve higher risk-adjusted returns compared to traditional market cap-weighted approaches.

This thesis will provide a comprehensive overview of factor investing strategies, including their historical performance, theoretical foundations, empirical evidence, and practical implications for investors. By conducting a thorough literature review and empirical analysis, this study aims to shed light on the opportunities and challenges of factor investing, as well as provide recommendations for investment practitioners and future research directions.

Through a structured methodology and in-depth discussion of findings, this thesis will contribute to the existing literature on factor investing strategies and offer valuable insights for investors looking to incorporate factors into their investment decision-making process. The ultimate goal of this study is to provide a better understanding of factor investing strategies and their potential impact on portfolio performance.

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