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BAM Intelligence

Rediscovering the Size Effect

Larry Swedroe on a study that “saves” the size effect by showing it is strengthened when combined with other, newer factors. Read more

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Has the Size Premium Disappeared?

There are some logical explanations for why the size premium may have shrunk, but, as Larry Swedroe shows, there are also simple, intuitive and risk-based explanations for why it should persist. Read more

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Rediscovering Small Cap Premiums

The traditional small-cap premium appears to be subsiding, but try adding quality into the mix. Read more

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