Sentences with phrase «factor returns published»
The analysis is based on asset returns for the entered mutual funds and ETFs, and the factor returns published on Kenneth French's web site and AQR's web site.
https://www.portfoliovisualizer.com/ Not exact matches
Another factor: In January, to the horror of the private equity world, the Ohio Bureau of Workers» Compensation asked a state judge for permission to publish information on the VC firms in which it invests — including company valuations and rates of return.
June 1, 2016: A recent paper published by MSCI shows that Systematic Equity Strategy (SES) factors earned positive returns over a 20 - year period.
Equal - weight and volatility - weighted allocations are two common factor allocation frameworks Risk - return ratios are not higher with volatility - weighted allocations Different reasons can explain the superiority of equal - weight allocations INTRODUCTION In July we published a research report «Factors
Relieved of the wasteful economics that can accompany the traditional publishing trade - such as overprinting, warehousing, remaindering, returns, etc. - the POD - based book industry of the new millennium will be more efficient, more responsive to the specific interests and needs of readers, greener and more focused on creativity rather than commercial factors alone.»
Money — as well as return on investment — is an important factor in any form of publishing.
The report Factor Risk Premia in the Indian Market, published by S&P Dow Jones Indices, studies the risk / return characteristics of common risk factors in the Indian equity market.
The recently published research paper on S&P GIVI ®: Factor Investing: A Review of the S&P Global Intrinsic Value Index analyzes in detail the source of GIVI returns globally and regionally.
The firm launched its first value strategies in 1993, a year after professors Eugene Fama and Kenneth French published their seminal three - factor asset - pricing model, which indicated that value stocks offer an additional return premium.
In a series of articles we published in 2016,1 we show that relative valuations predict subsequent returns for both factors and smart beta strategies in exactly the same way price matters in stock selection and asset allocation.
In 1992, however, Eugene Fama and Kenneth French published a paper pointing out that portfolio returns were influenced (surprisingly reliably) by two additional factors:
As far as I am aware, Tim Loughran and Jay W. Wellman got in first with their 2009 paper «The Enterprise Multiple Factor and the Value Premium,» which was a great unpublished paper, but became in 2010 a slightly less great published paper, «New Evidence on the Relation Between the Enterprise Multiple and Average Stock Returns,» suitable only for academics and masochists (but I repeat myself).
Here is the cumulative excess return of the cheapest stocks by a few different measures of value between 1963 and 1993, when the paper was published, and then, below that, the same cumulative excess for the factors between 1993 and 2015, and finally between just 2007 and 2015.
They compare the power of the ETF - based factor model to explain (in - sample) hedge fund returns with the predictive powers of seven published hedge fund return models that have fixed sets of 1 to 15 factors.
Factors that could cause Blizzard Entertainment's actual future results to differ materially from those expressed in the forward - looking statements set forth in this release include, but are not limited to, sales of Blizzard Entertainment's titles, shifts in consumer spending trends, the seasonal and cyclical nature of the interactive game market, Blizzard Entertainment's ability to predict consumer preferences among competing hardware platforms (including next - generation hardware), declines in software pricing, product returns and price protection, product delays, retail acceptance of Blizzard Entertainment's products, adoption rate and availability of new hardware and related software, industry competition, rapid changes in technology and industry standards, protection of proprietary rights, litigation against Blizzard Entertainment, maintenance of relationships with key personnel, customers, vendors and third - party developers, domestic and international economic, financial and political conditions and policies, foreign exchange rates, integration of recent acquisitions and the identification of suitable future acquisition opportunities, Activision Blizzard's success in integrating the operations of Activision Publishing and Vivendi Games in a timely manner, or at all, and the combined company's ability to realize the anticipated benefits and synergies of the transaction to the extent, or in the timeframe, anticipated.