Sentences with phrase «factor returns appear»
The Institutionalization of Individual Behavioral Biases The good news is that style returns or factor returns appear to be predictable.
https://www.researchaffiliates.com/ Not exact matches
Oil supply is the biggest factor weighing on oil prices, and Iran's return to the market appears to be one of the most difficult supply sources to forecast.
In the early 1990s, Eugene Fama and Kenneth French conducted research and identified companies with two factors or characteristics that appeared to have a positive effect on returns:
No other city appears to be seriously in the running for 1980 and, in any case, Moscow's selection seems logical if only because the Soviet Union has been a dominant factor in the Games since its return to the Olympic fold in 1952.
There appears to be many factors that could play a part in whether or not winger remains in Spain for the foreseeable future, but there is a common belief for many that his return wouldn't be a smart move for either himself or United.
Aside from the field, the length of time spent away from university territory is also a factor in determining one's ease of return, it appears.
However, as a result of investors» pursuit of better - diversified portfolios and a recognition that systematic risk factors explain the majority of returns, the development of commodity alternative beta products is gathering pace... From our investigation in this study, there appears to be potential benefit in allocating into alternative beta strategies as part of a portfolio's commodity allocation, and we find that combining risk - based and factor - based commodity strategies has historically delivered higher return and lower risk than passive long - only strategies on their own.»
Over the past four decades, a slew of research has been conducted on the topic, which has turned up a fistful of factors that appear to be associated with superior returns — and, no surprise here, Wall Street has been quick to capitalize.
Infant temperament was also a factor that appeared to affected a mother's confidence and concerns about returning to work, and also likely affect her infant's adjustment to child care.16, 10