Share this postUS Sector Rotation with Five-Factor Fama-French Alphasblog.edarchimbaud.comCopy linkFacebookEmailNoteOtherUS Sector Rotation with Five-Factor Fama-French AlphasedarchimbaudSep 9, 2023∙ PaidShare this postUS Sector Rotation with Five-Factor Fama-French Alphasblog.edarchimbaud.comCopy linkFacebookEmailNoteOtherShareOriginal paperSSRN-id2987819.pdfTrading rulesInvestment universe consists of 10 Fama-French US sector portfoliosThis post is for paid subscribersSubscribeAlready a paid subscriber? Sign in