Improving Equity Fund Alpha Estimates with a Second Size Factor

Nanqing Dong; Luka Jankovic; Anne Stewart; Scott Stewart

doi:10.3905/jpm.2022.1.435

Improving Equity Fund Alpha Estimates with a Second Size Factor

Nanqing Dong, Luka Jankovic, Anne Stewart and Scott Stewart

The Journal of Portfolio Management Quantitative Special Issue 2023, 49 (2) 175-187; DOI: https://doi.org/10.3905/jpm.2022.1.435

Nanqing Dong

is a PhD candidate at the University of Oxford in Oxford, UK

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Luka Jankovic

is a head of GalaxyOne at Galaxy Digital in New York, NY

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Anne Stewart

is a manager in financial planning and analysis at Panera, LLC, in Boston, MA

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Scott Stewart

is a clinical professor of finance and accounting at SC Johnson College of Business at Cornell University in Ithaca, NY

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Improving Equity Fund Alpha Estimates with a Second Size Factor

Nanqing Dong, Luka Jankovic, Anne Stewart, Scott Stewart

The Journal of Portfolio Management Dec 2022, 49 (2) 175-187; DOI: 10.3905/jpm.2022.1.435

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Improving Equity Fund Alpha Estimates with a Second Size Factor

Nanqing Dong, Luka Jankovic, Anne Stewart, Scott Stewart

The Journal of Portfolio Management Dec 2022, 49 (2) 175-187; DOI: 10.3905/jpm.2022.1.435

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