Factoring characteristics into returns: A clinical study on the SMB and HML portfolio construction methods

Journal of Banking & Finance, Volume 114, May 2020

Author(s):

Marie Lambert

Research Associate - EDHEC Risk Institute
Professor of Finance - HEC Liège, Management School of the University of Liège

Boris Fays

HEC Liège, Management School of the University of Liège (Belgium)

George Hübner

HEC Liège, Management School of the University of Liège (Belgium)

Journal of Banking & Finance, Volume 114, May 2020

Type: Academic publication
Date: le 01/05/2020
Research Cluster : Finance
Source : Journal of Banking & Finance

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