INVITED EDITORIAL COMMENT
Abstract
1. Clifford S. Asness TOPICS: [Style investing][1], [analysis of individual factors/risk premia][2], [options][3] Although consensus might be too strong a word, modern financial researchers have mostly coalesced behind a set of “factors” that both explain security returns and deliver...
Paper Details
Title
INVITED EDITORIAL COMMENT
Published Date
May 31, 2016
Volume
42
Issue
5
Pages
1 - 6
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