The size effect is alive and well, but it's more nuanced than we once thought. Rather than viewing it as a simple "small beats large" phenomenon, we should understand size as a critical dimension that shapes how effectively other investment factors perform. Where Factors Speak Loudest: Why Size Matters in Factor Investing was originally published at Alpha Architect. Please read the Alpha Architect disclosures at your convenience.| Alpha Architect
Can machine learning techniques improve the prediction of cross-sectional factor returns in equity markets? Can Machine Learning Predict Factor Returns? was originally published at Alpha Architect. Please read the Alpha Architect disclosures at your convenience.| Alpha Architect