Daily Archive: September 13, 2012

Sep 13

Australian Share Managers – Alpha and Risk Factors

My new company, Delta Research & Advisory, has recently conducted some risk factor analysis of Australian fund managers and it is starting to yield some interesting results. We’ve analysed around 120 managers using Fama/French-like risk factors where thhe value/growth factor is simply MSCI Australian Value index minus MSCI Australia Growth index and the Size factor is MSCI Australia …

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