Sawyer Capital ManagementNew Angles On Size Premium – 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 New Angles On Size Premium https://www.sawcap.com/2016/06/06/new-angles-on-size-premium/ https://www.sawcap.com/2016/06/06/new-angles-on-size-premium/#respond Mon, 06 Jun 2016 09:00:13 +0000 http://evolvemypractice.com/?p=2849 Many investors and advisors who implement multifactor portfolios tend to focus on capturing the value premium over the size premium, often for the simple reason that, historically, the value premium has been larger. Others have even challenged the size premium’s very existence, citing a weak and varying historical record. In both situations, it may be...

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]]> Many investors and advisors who implement multifactor portfolios tend to focus on capturing the value premium over the size premium, often for the simple reason that, historically, the value premium has been larger.

Others have even challenged the size premium’s very existence, citing a weak and varying historical record. In both situations, it may be that the size premium—and specifically the construction of the size factor—is not fully understood.

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