Harnessing Empirical Finance in Long-Term Investing Strategies with Dimensional’s Savina Rizova
Excess Returns
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How to Capture the Size Premium
The number of smackap companies has been shrinking publicly traded and as a result maybe you may never can actually even have kept your smack up premium. We don't see the size premium disappearing but it is very important how you go about capturing the size premium in the latest period like Q1 quarter one of this year, he says. There are segments of the small caps that have meaningfully lower expected returns we've written a lot about bears,. He continues: "There's a consistent carrying back to basics to valuation theory within smackaps"
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