Factoring characteristics into returns: A clinical study on the SMB and HML portfolio construction methods
Journal of Banking & Finance, Volume 114, May 2020
Author(s) :
Marie Lambert, Boris Fays, Georges Hübner
Summary :
Journal of Banking & Finance, Volume 114, May 2020
Type :
Academic Publication
Date :
17/06/2020
About EDHEC
Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the world’s top 15 business schools. Fully international and directly connected to the business world, EDHEC commands a strong reputation for research excellence and the ability to train entrepreneurs and managers capable of breaking new ground. EDHEC functions as a genuine laboratory of ideas and produces innovative solutions valued by businesses. The School’s teaching is inspired by its research work and a focus on “learning by doing”, all with the aim of equipping people with the skills to succeed in business.