Sawyer Capital ManagementA Classic Factor Model Improves – Sawyer Capital Management https://www.sawcap.com Evolutionize Web Site Tue, 14 Nov 2017 19:30:19 +0000 en-US hourly 1 https://wordpress.org/?v=5.1.22 A Classic Factor Model Improves https://www.sawcap.com/2015/12/07/a-classic-factor-model-improves/ https://www.sawcap.com/2015/12/07/a-classic-factor-model-improves/#respond Mon, 07 Dec 2015 09:00:24 +0000 http://evolvemypractice.com/?p=2392 There has been a great deal of focus by the academic community in recent years on fine-tuning the various factor models used to explain the differences in returns of diversified portfolios. Marie Lambert, Boris Fays and Georges Hubner contribute to the literature with their 2015 paper, “Size and Value Matter, But Not the Way You...

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]]> There has been a great deal of focus by the academic community in recent years on fine-tuning the various factor models used to explain the differences in returns of diversified portfolios.

Marie Lambert, Boris Fays and Georges Hubner contribute to the literature with their 2015 paper, “Size and Value Matter, But Not the Way You Thought.” In their study, the authors examined the construction methodology behind the Fama-French size and value factors.

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