---
title: Outperforming Equal Weighting
url: https://www.ml-quant.com/papers/ssrn/4669267/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4669267
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4669267
featured: 2023-12-20
citations: 1
topic: Portfolio & Allocation
---


# Outperforming Equal Weighting

The article suggests that an equally-weighted stock portfolio can be improved by avoiding negative exposure to certain factor anomalies, while keeping the portfolio construction process simple.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4669267
- Identifier: SSRN 4669267
- Released: 2023-12-19
- First featured: Quant Letter No. 30 (2023-12-20): https://www.ml-quant.com/issues/2023-12-20/
- Citations (Semantic Scholar): 1
- Published in: not yet
- Topic: Portfolio & Allocation

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