Tag: Professor Kenneth French
-
Compare the performance of these size premiums with the global market premium over the same period. Do they outperform or underperform the market? (5 marks)
Dr Mardy Chiah FIN30016 21S2 FIN30016 Individual Assignment 1: Does size matter? Evaluating the risk and return of size premiums. The size effect/premium in stock returns is the phenomenon that small-cap stocks on average outperform large-cap stocks over time. Therefore, the size premium can be inferred by the portfolio return difference between a small-sized and…