Fama Portfolio Decomposition

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  • Опубликовано: 27 авг 2024
  • More videos at facpub.stjohns...

Комментарии • 5

  • @annieq3436
    @annieq3436 6 лет назад +2

    After 4 years still saved my life

  • @rehimh6756
    @rehimh6756 8 лет назад +1

    Thanks! The best explanation of the topic. Hope to see more of your videos.

  • @rakanabujassar3834
    @rakanabujassar3834 9 лет назад +1

    you are the best .. thank you alot

  • @davidelive04
    @davidelive04 4 года назад +1

    what if the fund manager makes abnormal returns from shorting a negative alpha stock? how would we decompose?

  • @NoelHook94
    @NoelHook94 9 лет назад +1

    ronald would it still be accurate to say that the extra return over the investor's risk aversion (excluding selectivity) may be down to market timing, rather than taking on more systematic risk? some funds may be tied down to investor's risk aversion.