Tag: forecasting

The role of data in investing...

by on July 27, 2018 11:42 am
In the early 1990’s Eugene Fama and Kenneth French introduced the Fama-French three-factor model. They posited that asset returns could be explained through the use of three factors; a size variable, a value variable and a systematic risk variable. At the time the model was considered a breakthrough, certainly a marked improvement on the ubiquitous… Read more The role of data in investing...