
Great lecture notes on Factor Investing by Chuan Shi: - Intro to Factor Investing papers.ssrn.com/sol3/papers.cf… - Portfolio Sort Analysis papers.ssrn.com/sol3/papers.cf… - Regression-Based Tests papers.ssrn.com/sol3/papers.cf… - Multiple Hypothesis Testing papers.ssrn.com/sol3/papers.cf… - A Forward Looking View of Factor Investing papers.ssrn.com/sol3/papers.cf… - Factor Failure papers.ssrn.com/sol3/papers.cf…































