Asset pricing models have evolved significantly over the past several decades. From the Capital Asset Pricing Model to Fama and French’s 3 Factor Model to their more recent 5 and…
Tag: Dr. Lu Zhang
Academic Research Spotlight: Replicating Anomalies by Lu Zhang, Chen Xue and Kewei Hou (Ep. 73)
In this episode, we are trying something new. There is so much academic research out there about markets, and what drives their returns over time, that it can be very…
Five Questions: An Academic Look at Factors with Lu Zhang
By Jack Forehand (@practicalquant) — One of the major challenges that the finance community has faced over the years is how to explain what drives stock returns over time. If…
