Factor Modeling: The Benefits of Disentangling Cross-Sectionally for Explaining Stock Returns

Bruce I. Jacobs and Kenneth N. Levy
The Journal of Portfolio Management May 2021, 47 (6) 33-50; DOI: https://doi.org/10.3905/jpm.2021.1.240

Article Information

vol. 47 no. 6 33-50
DOI 
https://doi.org/10.3905/jpm.2021.1.240
Published By 
Pageant Media Ltd
Print ISSN 
0095-4918
Online ISSN 
2168-8656
History 
  • Published online May 3, 2021.

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© 2021 Pageant Media Ltd

Author Information

  1. Bruce I. Jacobs
    1. is principal and co-chief investment officer of Jacobs Levy Equity Management in Florham Park, NJ. (bruce.jacobs{at}jlem.com)
  2. Kenneth N. Levy
    1. is principal and co-chief investment officer of Jacobs Levy Equity Management in Florham Park, NJ. (ken.levy{at}jlem.com)
  1. To order reprints of this article, please contact David Rowe at d.rowe{at}pageantmedia.com or 646-891-2157.
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Factor Modeling: The Benefits of Disentangling Cross-Sectionally for Explaining Stock Returns
Bruce I. Jacobs, Kenneth N. Levy
The Journal of Portfolio Management Apr 2021, 47 (6) 33-50; DOI: 10.3905/jpm.2021.1.240
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