Maria Vassalou on the Small-Cap Effect
Masters in Business
00:00
Small Caps and Value
Some people have said small caps tend to be more volatile, more risky. When we look at value a lot of people say well they're widely disliked, that's why they're cheap. How do you crunch the numbers on that and where do you come out on small cap and value? Yeah it was actually very interesting because when I looked at the small caps it's actually if you dissect the small caps you see that the small cap effect always exists in the smallest of the small caps"
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