The Journal of Investment Management • customerservice@joim.com • (925) 299-7800 • 3658 Mt. Diablo Blvd., Suite 200,
Lafayette, CA 94549 • Bridging the theory & practice of investment management
How Well Do Factor ETFS Capture the FAMA–French Factors?
Nicholas Apergis, Thomas Poufinas, Alexandros Panagakis and Ioannis Ritsios