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Strategic Investment Advisors, LTD

New Angles On Size Premium

Many investors and advisors who implement multifactor portfolios tend to focus on capturing the value premium over the size premium, often for the simple reason that, historically, the value premium has been larger.

Others have even challenged the size premium’s very existence, citing a weak and varying historical record. In both situations, it may be that the size premium—and specifically the construction of the size factor—is not fully understood.

Read the rest of the article on ETF.com.

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