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1. Pursuing a Better Investment Experience Last updated: March 2015 2. In US dollars. Global electronic order book (largest 50 exchanges). Source: World Federation of Exchanges.…

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Electronic copy available at: http://ssrn.com/abstract=2287202     First draft: June 2013 This draft: September 2014 A Five-Factor Asset Pricing Model Eugene F. Fama and…

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Documents Asset Management Lecture 8. Outline for today Today: DFA case A brief review of innovations in...

Slide 1 Asset Management Lecture 8 Slide 2 Outline for today Today: DFA case A brief review of innovations in financial market research A discussion on the efficient market…