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Why DFA's new research is flawed |
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Angela Ashton | PortfolioConstruction Forum | 21 October 2013
"Why DFA's New Research is Flawed" by Michael Edesess, Advisor Perspectives, 10 September 2013 This article, and DFA's subsequent silence on the issues raised, has prompted a storm of response both for and against Edesess's stance, and has caused a frenzy in the blogosphere. Edesess's article is a response to a short paper in DFA's May 2013 Quarterly Institutional Review, "Expected Profitability: A New Dimension of Expected Returns", which discussed ... |
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