Estimation Error and the Fundamental Law of Active Management: Is Quant Fundamentally Flawed?

Richard O. Michaud; David N. Esch; Robert O. Michaud

doi:10.3905/joi.2020.1.133

Estimation Error and the Fundamental Law of Active Management: Is Quant Fundamentally Flawed?

Richard O. Michaud, David N. Esch and Robert O. Michaud

The Journal of Investing June 2020, joi.2020.1.133; DOI: https://doi.org/10.3905/joi.2020.1.133

Richard O. Michaud

is the CEO of New Frontier Advisors, LLC, Boston, MA

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David N. Esch

is the managing director of research of New Frontier Advisors, LLC, Boston, MA

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Robert O. Michaud

is the CIO of New Frontier Advisors, LLC, Boston, MA

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Estimation Error and the Fundamental Law of Active Management: Is Quant Fundamentally Flawed?

Richard O. Michaud, David N. Esch, Robert O. Michaud

The Journal of Investing Apr 2020, joi.2020.1.133; DOI: 10.3905/joi.2020.1.133

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Estimation Error and the Fundamental Law of Active Management: Is Quant Fundamentally Flawed?

Richard O. Michaud, David N. Esch, Robert O. Michaud

The Journal of Investing Apr 2020, joi.2020.1.133; DOI: 10.3905/joi.2020.1.133

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