Size: The Second Factor of Investing
- Monday, March 26, 2012, 2:17
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In this series we are looking at the Fama-French three-factor model of investment returns. Any model of investment returns tries to predict an investment’s returns and volatility by factors that can be measured in advance of investing.
http://www.forbes.com/sites/davidmarotta/2012/03/26/size-the-second-factor-of-investing/