Did you write the book of quant finance? And do you have faith in the premium dance? If Fama tells you so. Now do you believe in size and P/B? Can factor tilts improve your volatility? Like you’re flying high, but then you crash and burn?
(Chorus) Bye-bye to the Fama-French five, no one understands investment and profitability. Model investing has lost its shine, The day the factors died. We’re all left wondering why.
(Chorus) Bye-bye to the Fama-French five, no one understands investment and profitability. Model investing has lost its shine, The day the factors died. We’re all left wondering why.
Statistics: Posted by whodidntante — Sun Aug 04, 2024 4:02 pm — Replies 6 — Views 326