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% ...

Highlights,The model predicts portfolio returns using market exposure and two additional risk factors.,SMB and HML factors explain tendencies in returns based on market capitalization and ...

A French-language artificial intelligence chatbot backed by the French government has been taken offline after providing nonsensical answers to simple mathematical equations, and even recommending ...