Tag: specification
New research from Axioma suggests that less is more when it comes to style titlts, once again demonstrating the impact of specification vs style.
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Return Stacking in an Inverted Yield Curve Environment
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Liquidity Cascades: The Coordinated Risk of Uncoordinated Market Participants
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Rebalance Timing Luck: The (Dumb) Luck of Smart Beta
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Heads I Win, Tails I Hedge
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Re-specifying the Fama French 3-Factor Model
By Nathan Faber
On December 16, 2019