With recent increased visibility into the China A-shares market, quantitative investors may finally have what they need to build a diversified equity portfolio. However, while investors can better link fundamental data to price returns, factor investing in the China A-share market brings its own set of unique challenges and results. In this Viewpoint, we discuss some of the takeaways from Rohit Shrivastava, Jaime H. Lee, and George D. Mussalli’s article, “Factor Investing In the China A-Share Market”, which as published in Volume 8, Issue 3 of the Alternative Investment Analyst Review. Read the full summary below.
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