Cliff Asness: Reeling In Small Cap Alpha – Quibble Fight! – ValueWalk Premium
Small Cap Alpha

Cliff Asness: Reeling In Small Cap Alpha – Quibble Fight!

Cliff Asness: Reeling In Small Cap Alpha - Quibble Fight! by AQR
In their recent white paper Reeling in Small Cap Alpha, Kalesnik and Beck make the correct, if well-known, observation that the prominent factors in modern systematic investing (e.g., value, momentum, quality) are more effective with small cap stocks than within large-cap. Furthermore, they show, as is also well-known, that the size effect itself is a . . .

SORRY!

This content is exclusively for paying members.

If you are subscribed and having an account error please clear cache and cookies if that does not work email support@valuewalk.com or click Chat.


X
Saved Articles
X
TextTExtLInkTextTExtLInk

Here’s a Tip: Read What Professional Investors Read

ValueWalk Premium is for investors looking to improve their investment process AND keep up-to-date on the latest industry trends.

It’s THE resource for value investing and hedge funds. 📈

And with a free three-day trial and $29.99 per month thereafter, it’s a value in its own right.

Sign up now. 👇

CLICK HERE TO TRY IT OUT

 

0