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September 10, 2025Advances in Economics Management and Political Sciences

Multi-Factor Optimisation vs. Traditional Portfolio Theory: A Comparative Analysis in the U.S. Equity Market

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TQTian QiuSichuan University

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Implication

Comparative analysis shows that multi-factor portfolio optimisation improves risk-adjusted performance, indicating better resilience during market downturns.

Key Points

The multi-factor portfolio optimisation framework shows significant outperformance over traditional models.
Empirical backtests reveal that portfolios designed with this multi-factor approach yield higher Sharpe ratios and lower volatility.
Implementation of forward-looking factors and robust risk measures leads to more resilient investment strategies.
The study demonstrates the practical advantages of advanced risk modelling for asset allocation during market crises.

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Tian Qiu (2025) studied this question.

synapsesocial.com/papers/68c1c9dd54b1d3bfb60f30bb https://doi.org/10.54254/2754-1169/2025.bj24737

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Implication

Comparative analysis shows that multi-factor portfolio optimisation improves risk-adjusted performance, indicating better resilience during market downturns.

Multi-Factor Optimisation vs. Traditional Portfolio Theory: A Comparative Analysis in the U.S. Equity Market

Discussion

Member takes

Implication

Key Points

Cite This Study

Multi-Factor Optimisation vs. Traditional Portfolio Theory: A Comparative Analysis in the U.S. Equity Market

Discussion

Member takes

Implication

Key Points

Cite This Study

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