Why DFA's new research is flawed

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 ...

Not yet a Member? It’s quick and free to join. Already a member? Please log in.