The abundance of factor portfolios with high risk-adjusted returns relative to the CAPM or the Fama-

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The abundance of factor portfolios with high risk-adjusted returns relative to the CAPM or the Fama-French 3-factor models necessarily suggests that the US equity market is vastly inefficient.

True or False and why?

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The abundance of factor portfolios with high risk-adjusted returns relative to the CAPM or the Fama- was first posted on June 28, 2020 at 4:15 pm.
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The abundance of factor portfolios with high risk-adjusted returns relative to the CAPM or the Fama- was first posted on June 28, 2020 at 4:24 pm.
©2020 "homeworkcrew". Use of this feed is for personal non-commercial use only. If you are not reading this article in your feed reader, then the site is guilty of copyright infringement. Please contact me at homeworkcrew.com@gmail.com

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