Asset Management: Engineering Portfolios for Better Returns

Author: Eugene Fama, Jr

"As consultants, we are looking for a methodology which we can use to construct our client’s portfolios which is better than the conventional methodology of guessing which managers or asset classes will have excess returns. The Fama-French Three-Factor and Five-Factor models have become the most widely used portfolio construction tools in the industry..."



PCT Publishing, 1998
Source: file:///Users/emberimac6/Downloads/2010090316...

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