FYI: Financial research has uncovered many relationships between investment factors and security returns. As director of research for Buckingham Strategic Wealth and The BAM Alliance, one of the most-asked questions I receive is whether such relationships will continue after that research has been published. Said another way, if everyone knows about a factor premium, should we expect it to continue outside of the sample period?
Regards,
Ted
http://www.etf.com/sections/index-investor-corner/swedroe-22?nopaging=1
