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re: Russell Death Cross: BS or valid indicator?
Posted on 10/3/14 at 6:29 am to Doc Fenton
Posted on 10/3/14 at 6:29 am to Doc Fenton
quote:
The Fama-French 3-factor model
By the way, although this is the standard model, Fung and Hsieh proposed a 7-factor model in 2004, but I don't think it really caught on.
It's another one of those things that I've been meaning to read about when I get more time.
I probably won't read that Asness article in a careful way until freaking November.
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