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Advanced Portfolio Management: A Quant's Guide for Fundamental Investors Advanced Portfolio Management: A Quant's Guide for Fundamental Investors
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Jim Huang
Jim Huang is on page 149 of 208
May 25, 2026 12:38PM Add a comment
Advanced Portfolio Management: A Quant's Guide for Fundamental Investors

Jim Huang
Jim Huang is on page 124 of 208
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Advanced Portfolio Management: A Quant's Guide for Fundamental Investors

Jim Huang
Jim Huang is on page 98 of 208
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Advanced Portfolio Management: A Quant's Guide for Fundamental Investors

Jim Huang
Jim Huang is on page 72 of 208
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Advanced Portfolio Management: A Quant's Guide for Fundamental Investors

Alek
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Advanced Portfolio Management: A Quant's Guide for Fundamental Investors

Jim Huang
Jim Huang is on page 44 of 208
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Advanced Portfolio Management: A Quant's Guide for Fundamental Investors

Jim Huang
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Alek
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Alek
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Advanced Portfolio Management: A Quant's Guide for Fundamental Investors

Oliver Smart
Oliver Smart is on page 110 of 208
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Juan Manuel
Juan Manuel is on page 136 of 208
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Joseph
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Isaac Chan
Isaac Chan is on page 32 of 208
Wait it turns out that this Rolf Banz guy discovered the size factor before Fama & French. No wonder Fama keeps saying that the evidence was smacking him in the face already, and it was just like stabbing in a barrel full of fish.

What's fascinating is that it turns out that apparently, modern research considers the size effect to not be a real effect?! Wtf is a 'real effect'? Gappy cites Alquist et al (2018) (JPM).
Nov 16, 2025 05:31AM Add a comment
Advanced Portfolio Management: A Quant's Guide for Fundamental Investors

Isaac Chan
Isaac Chan is on page 32 of 208
Note 2/2:
... the 1st place lmao.

Not to mention that, take the 3-factor model for example, Fama and French had clear definitions to sort for HML and SMB.
Nov 16, 2025 05:22AM Add a comment
Advanced Portfolio Management: A Quant's Guide for Fundamental Investors

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