Reeling In Small-Cap Alpha
Reeling In Small-Cap Alpha by Vitali Kalesnik and Noah Beck, Research Affiliates
Key Points
- Stocks of small companies have higher incidences of price volatility and mispricing, increasing opportunities for investors to earn excess returns.
- Implementing outperforming strategies, such as value or momentum, in the small-cap universe amplifies their alpha-generating potential.
- High trading costs of small-cap stocks disadvantages passive implementation when compared to skilled active management.
Although we live . . .
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