Factor investing works in emerging stock markets, as well as in developed markets. But factor definitions matter greatly. From this perspective, even the now well-established five-factor model, proposed in 2015 by Nobel-prize winner, Eugene Fama, and fellow researcher, Kenneth French, still leaves room for improvement.
Speed read
- The Fama-French five-factor model works in EM
- But alternative factor definitions prove more robust
- These findings provide valuable insights for DM, as well READ MORE
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