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Tag: empirical
16 items with this tag.
Apr 11, 2026
Behavioral Explanations for the Value Premium
value
behavioral
empirical
Apr 11, 2026
Characteristics vs. Covariances
empirical
value
size
risk-model
Apr 11, 2026
Country vs. Industry Effects in Global Equity Returns
country
industry
empirical
risk-model
europe
Apr 11, 2026
Factor Timing
implementation
value-spreads
empirical
Apr 11, 2026
Factor Trading Costs
implementation
empirical
trading
Apr 11, 2026
Factor Zoo and Multiple Testing
data-mining
statistical-methods
empirical
Apr 11, 2026
Fama-MacBeth Regression
statistical-methods
empirical
capm
Apr 11, 2026
International Factor Evidence
empirical
international
value
size
momentum
profitability
investment
Apr 11, 2026
Mispricing Factors Model
behavioral
risk-model
empirical
Apr 10, 2026
Factor Investing Overview -- Definitions, Criteria, and Canonical Factors
empirical
value
momentum
quality
size
low-volatility
dividend-yield
factor-investing
Apr 10, 2026
Factor Investing Pitfalls
empirical
factor-zoo
data-mining
crowding
momentum
value
Apr 10, 2026
Investor Factor Sophistication
empirical
capm
mutual-funds
investor-behavior
Apr 10, 2026
Migration
size
value
empirical
Apr 10, 2026
Size Effect Debate
size
smb
small-cap
quality
empirical
Apr 10, 2026
Smart Beta and the Asset Manager's Dilemma
empirical
smart-beta
factor-investing
active-management
Apr 10, 2026
Value-Momentum Interaction
value
momentum
empirical
portfolio-construction