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):
Research Associate - EDHEC Risk Institute
Professor of Finance - HEC Liège, Management School of the University of Liège
HEC Liège, Management School of the University of Liège (Belgium)
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 |
See Also
About EDHEC
Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the top 15 European business schools. Fully international and directly connected to the business world, EDHEC is a school for business, rather than a business school, where excellence in teaching and research focuses on innovation to stimulate entrepreneurship and creativity. EDHEC functions as a genuine laboratory of ideas and produces innovative solutions valued by businesses. The School’s teaching philosophy, inspired by its award-winning research activities, focuses on “learning by doing”.
