Posted April 2, 2019 5:12 pm by Comments

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

Similar Posts:

Leave a Reply

This site uses Akismet to reduce spam. Learn how your comment data is processed.