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Size premium

The size premium is the historical tendency for the stocks of firms with smaller market capitalizations to outperform the stocks of firms with larger market capitalizations. It is one of the factors in the Fama–French three-factor model.[1][2]

See also edit

References edit

  1. ^ Examining The Size Premium | Seeking Alpha
  2. ^ Here Come Small Caps Going back to 1979, December... | The Irrelevant Investor 2014-12-29 at the Wayback Machine

External links edit

  • "Risk Premium Report 2013 - Duff & Phelps" (PDF). Duff & Phelps.


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