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

Bruce I. Jacobs; Kenneth N. Levy

doi:10.3905/jpm.2021.1.240

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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

Bruce I. Jacobs

is principal and co-chief investment officer of Jacobs Levy Equity Management in Florham Park, NJ

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Kenneth N. Levy

is principal and co-chief investment officer of Jacobs Levy Equity Management in Florham Park, NJ

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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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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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