Browsing Student Projects by Subject "Value versus growth investing"

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    • Redefining multi-factor models for the 21st century 

      Menon, Amritha; Sharma, Shubhankar (Indian Institute of Management Ahmedabad, 2020)
      The Fama-French 3-factor model started by observing that two types of stocks tend to do better than the market (Small-cap stocks and stocks with high book-to-market ratio). However, we observe that the value stocks have ...