Question
What are Sharpe Ratios of S&P500, Fama-French size and value, and momentum factor portfolio? Why size, value, and momentum should be considered as separate factors,
What are Sharpe Ratios of S&P500, Fama-French size and value, and momentum factor portfolio? Why size, value, and momentum should be considered as separate factors, and by holding them can yield better return?
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Financial management theory and practice
Authors: Eugene F. Brigham and Michael C. Ehrhardt
12th Edition
978-0030243998, 30243998, 324422695, 978-0324422696
