Fama-French Market And Momentum Equity Factors Surged In 2024
The US equity market premium surged 19.8% last year via daily data. By contrast, the size and value premia lost 7.9% and 7.2% ...
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Nobel Prize Winner Eugene Fama Explains Why You Have No Chance Of Beating The Market
The theme of this year's award "Trendspotting in asset markets," and the Nobel committee pointed to Fama's ground-breaking work advancing the Efficient Market Hypothesis (EMH). "Beginning in the ...