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Helping Smart Beta By Reducing Turnover

TedTed
in The Bullpen
FYI: .Portfolio turnover of equity factors can be reduced significantly by trading more conservatively

.However, reducing turnover does not necessarily increase risk-return ratios

.It all depends on transaction costs
Regards,
Ted
http://www.etfstream.com/news/5375_helping-smart-beta-by-reducing-turnover
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