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Size matters, if you control your junk /

Clifford Asness, Andrea Frazzini, Ronen Israel, Tobias J. Maskowitz, & Lasse H. Pederson

Size matters, if you control your junk / Clifford Asness, Andrea Frazzini, Ronen Israel, Tobias J. Maskowitz, & Lasse H. Pederson - elsevier 2018 - pages 479-509, September 2018 - Journal of Financial Economics 129 (3) .

Subjects--Topical Terms:
Factor Models
FINANCE
Quality
Size Premium

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Size matters, if you control your junk /

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