41
Views
4
CrossRef citations to date
0
Altmetric
EDITOR'S CORNER

Disentangling Size and Value

Pages 12-15 | Published online: 02 Jan 2019

References

  • Arnott, Robert D.. 1988. “What Hath MPT Wrought: What Risks Reap Rewards.” Streetwise: The Best of the Journal of Portfolio Management Edited by Peter L. Bernstein and Frank J. Fabozzi. (First published in the Journal of Portfolio Management in 1983.)Princeton, NJ: Princeton University Press.
  • Arnott, Robert D., Jason Hsu, and Philip Moore. 2005. “Fundamental Indexation.” Financial Analysts Journal, vol. 61, no. 2 (March/April): 83–99.
  • Berk, Jonathan B.. 1997. “Does Size Really Matter?” Financial Analysts Journal, vol. 52, no. 5 (September/October): 12–18.
  • Clarke, Roger, and Meir Statman. 1994. “Growth, Value, Good and Bad.” Financial Analysts Journal, vol. 50, no. 6 (November/December): 82–86.
  • Fama, Eugene F., and Kenneth R. French. 1992. “The Cross-Section of Expected Stocks Returns.” Journal of Finance, vol. 47, no. 2 (June): 427–465.
  • Shefrin, Hersh, and Meir Statman. 1994. “Behavioral Capital Asset Pricing Theory.” Journal of Financial and Quantitative Analysis, vol. 29, no. 3 (September): 323–349.
  • Shefrin, Hersh, and Meir Statman. 1995. “Making Sense of Beta, Size, and Book-to-Market.” Journal of Portfolio Management, vol. 21, no. 2 (Winter): 26–34.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.