notices - See details
Notices
MA
Mohammed Al Alwan (not verified)
4th December 2014 | 3:25am

I have a question in fama 1992 paper the findings are that if you control for size and value the higher beta stocks outperform lower beta stocks.so,based on my understanding is that the lower beta outperformance is not due to beta but other risk factors which are proxyed by value and size. am I missing something here with regard to low beta effect.