JMF Capstone Wealth ManagementA Classic Factor Model Improves – JMF Capstone Wealth Management https://www.jmfcapstone.com An Alabama registered investment advisor Fri, 21 Nov 2025 19:30:19 +0000 en-US hourly 1 https://wordpress.org/?v=5.1.22 A Classic Factor Model Improves https://www.jmfcapstone.com/2015/12/07/a-classic-factor-model-improves/ https://www.jmfcapstone.com/2015/12/07/a-classic-factor-model-improves/#respond Mon, 07 Dec 2015 09:00:24 +0000 http://evolvemypractice.com/?p=2392 There has been a great deal of focus by the academic community in recent years on fine-tuning the various factor models used to explain the differences in returns of diversified portfolios. Marie Lambert, Boris Fays and Georges Hubner contribute to the literature with their 2015 paper, “Size and Value Matter, But Not the Way You...

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]]> There has been a great deal of focus by the academic community in recent years on fine-tuning the various factor models used to explain the differences in returns of diversified portfolios.

Marie Lambert, Boris Fays and Georges Hubner contribute to the literature with their 2015 paper, “Size and Value Matter, But Not the Way You Thought.” In their study, the authors examined the construction methodology behind the Fama-French size and value factors.

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