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Cameron Passmore CIM, FMA, FCSI

Portfolio Manager

Benjamin Felix MBA, CFA

Associate Portfolio Manager
Contact
  • T613.237.5544 x 313
  • 1.800.230.5544
  • F613.237.5949
  • 265 Carling Avenue,
    8th Floor,
  • Ottawa, Ontario K1S 2E1

Does ‘Failure-Risk’ Explain Small Cap and Value Premiums?

December 23, 2011 - 0 comments

Excess expected return from small cap and value stocks has long been documented. What has been debated at length is what is the reason for these effects.

In this week’s Science of Investing, Cameron and host Jason McIntyre discuss a new study that looks at the level of distress that a company is under, and whether that distress explains the excess returns. 

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