Academics debate the underlying reason for elements of factor-based investing, including size, value, liquidity and profitability, said Tobias J. Moskowitz, Fama Family professor of finance, University of Chicago, Booth School of Business and research consultant of AQR Capital Management LLC, Greenwich, Conn.
https://home.pionline.com/clickshare/authenticateUserSubscription.do?CSProduct=pionline-sub&CSAuthReq=1:473480814589366:AID:BD9BEF070255D8E5FEF20B8C1AECFC9D&AID=/20140414/PRINT/304149992&title=Debate%20continues%20on%20underlying%20reason%20for%20factor%20investing&CSTargetURL=http://www.pionline.com/article/20140414/PRINT/304149992/debate-continues-on-underlying-reason-for-factor-investing
https://home.pionline.com/clickshare/authenticateUserSubscription.do?CSProduct=pionline-sub&CSAuthReq=1:473480814589366:AID:BD9BEF070255D8E5FEF20B8C1AECFC9D&AID=/20140414/PRINT/304149992&title=Debate%20continues%20on%20underlying%20reason%20for%20factor%20investing&CSTargetURL=http://www.pionline.com/article/20140414/PRINT/304149992/debate-continues-on-underlying-reason-for-factor-investing
No comments:
Post a Comment