Improving Equity Fund Alpha Estimates with a Second Size Factor | The Journal of Portfolio Management

The Journal of Portfolio Management

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jpm.2022.1.435

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https://doi.org/10.3905/jpm.2022.1.435

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Pageant Media Ltd

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Published online November 15, 2022.

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Nanqing Dong
1. is a PhD Candidate at the University of Oxford in Oxford in the United Kingdom. (nanqing.dong{at}cs.ox.ac.uk)
Luka Jankovic
1. is a head of GalaxyOne at Galaxy Digital in New York, NY. (lmj57{at}cornell.edu)
Anne Stewart
1. is a manager, financial planning and analysis at Panera, LLC, in Boston, MA. (ams687{at}cornell.edu)
Scott Stewart
1. is a clinical professor of finance and accounting at SC Johnson College of Business at Cornell University in Ithaca, NY. (sds58{at}cornell.edu)

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