A group of our advisors attended a conference this past fall sponsored by Dimensional Fund Advisors. In his talk, “Risk Dimensions of the Market,” Eugene F. Fama reviewed the latest data on the ...
The tradeoff for higher returns is higher risk — right? A new paper argues that factor investing challenges the 50-year-old Capital Asset Pricing Model (CAPM) developed by William Sharpe, which ...
A group of our advisors attended a conference this past fall sponsored by Dimensional Fund Advisors. In his talk, “Risk dimensions of the market,” Eugene F. Fama reviewed the latest data on the ...