Flirting with Models

The Research Library of Newfound Research

Tag: size (Page 2 of 2)

Harvesting the Size Factor Premium

The size factor risk-premium has been elusive in recent history. Focusing on alternative methods of harvesting it may benefit investors in the long run.

3 Years of Non-Existent Risk Premia in Factor Performance?

While factors exhibit risk premier over long time horizons, they can significantly underperform in the short-term. In this post, we highlight one of these.

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