FYI: A factor-based approach to investing, which
has long been applied to equity portfolios,
may also enhance the properties of fixed
income portfolios.
Style factors, such as value, quality,
momentum, low volatility, and carry, are
individual asset characteristics that have been
proven drivers of security risks and returns.
Regards,
Ted
https://institutional.fidelity.com/app/proxy/content?literatureURL=/9890448.PDF