Is there an easy way for investors to capture jointly the most reliable stock return factor premiums? (cxoadvisory.com)
In the context of the modern investment mandate process, we can easily understand this boom - and - bust cycle for factor premiums. (researchaffiliates.com)
Long - term historical factor returns are perhaps the most widely accepted way to estimate factor premiums (expected returns), both in the literature and in the practitioner community. (researchaffiliates.com)