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Professor Robert Novy-Marx: The Other Side of Value (EP.149)

The Rational Reminder Podcast

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Evaluating Financial Models: The Reliability of Fama-French

This chapter assesses the Fama-French model's effectiveness against other financial models, especially with transaction costs in mind. It critiques existing evaluation methods and underscores the need for substantial advancements in alternative models to challenge the Fama-French's established reputation.

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