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Practical Applications Of The Devil In HML’s Details
Article By:
Cathy Scott
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Thursday, October 10, 2013 1:07 PM EDT
Cliff Asness wrote an article that has a catchy title. Its findings are equally catchy for quantitative portfolio managers who want to pick up an extra 300 to 400 basis points of annual performance on their high-minus-low (HML) investment strategies.