
- UID
- 223337
- 帖子
- 254
- 主题
- 54
- 注册时间
- 2011-7-11
- 最后登录
- 2013-9-27
|
Equity: size factor and value factor
for fama -french model:
if size factor <0, large cap model(large equity size or large total asset)?
if value factor <0 , growth oriented
for those in the industry that large company size already in mature stage, their size factor <0 and value factor >0?
small company, like venture capital, size factor <0 and value factor >0? THanks. |
|