Phrases with «factor returns»

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Sentences with «factor returns»

  • 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)
  • We also observe the relatively strong correlation between value and investment factor returns, which suggests that in combination the two factors may be redundant. (researchaffiliates.com)
  • The analysis is based on monthly asset returns (total return) and monthly factor returns. (portfoliovisualizer.com)
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