Can anyone guess what this is?
- 0 replies
- 0 recasts
- 0 reactions
factor has highly significant risk-adjusted returns after accounting for its realized exposure to the market beta, value, size, momentum, and liquidity factors. In fact, BAB realized a significant positive return in each of the four 20-year subperiods between 1926 and 2012. Additionally, their analy
- 0 replies
- 0 recasts
- 0 reactions