The Fama-French Factors Are No Longer Working |
October 19, 2015 | October 2015 Bond Updates |
Since 2008, the Fama-French factors and the momentum factor have not generated positive alpha. |
View more at: http://www.forbes.com/sites/kennethkim/2015/10/18/the-fama-french-factors-are-no-longer-working/ |
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