(c) Eugene Fama might be heard saying the following: I still would rather not use the type...

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(c) Eugene Fama might be heard saying the following:

“I still would rather not use the type of factor in part (a)

because it does not perform well out of sample.” What does he mean? Is he right?

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Quantitative Equity Portfolio Management

ISBN: 9780071459396

1st Edition

Authors: Ludwig B Chincarini, Daehwan Kim

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Question Posted: Oct 24, 2024 07:02 AM

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(c) Eugene Fama might be heard saying the following: I still would rather not use the type of factor in part (a) because it does not perform well out of sample. What does he mean? Is he right?
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(c) Eugene Fama might be heard saying the following: I still would rather not use the type...

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Quantitative Equity Portfolio Management

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