A group of our advisors attended a conference this past fall sponsored by Dimensional Fund Advisors. In his talk, “Risk Dimensions of the Market,” Eugene F. Fama reviewed the latest data on the ...
The tradeoff for higher returns is higher risk — right? A new paper argues that factor investing challenges the 50-year-old Capital Asset Pricing Model (CAPM) developed by William Sharpe, which ...
Factor investing has played a significant role in the financial markets over the past few decades, where certain factors have earned a premium through exposure to systematic sources of risk. An ...
The paper focuses on mutual fund returns from the Greek market. In particular, a set of linear multifactor models is estimated in search of the specification that most adequately describes the time ...
A group of our advisors attended a conference this past fall sponsored by Dimensional Fund Advisors. In his talk, “Risk dimensions of the market,” Eugene F. Fama reviewed the latest data on the ...
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