Posted March 27, 2023 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

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