Claudio E. Serur

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Scholarly Papers (1)

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Unraveling the Value Premium: A Reward for Risk or Mispricing?

Serie Documentos de Trabajo, Nro. 704, 2019
Number of pages: 29 Posted: 23 Dec 2019
affiliation not provided to SSRN, University of CEMA, NYU - Courant Institute of Mathematical Sciences and University of CEMA
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Abstract:

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Factor Investing, Factor Models, Quality Factor, Excess Returns, Value Investing