Discuss the different approaches used by Fama and French (1992) and Bali, Brown and Tang (2017) in controlling other pri

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answerhappygod
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Discuss the different approaches used by Fama and French (1992) and Bali, Brown and Tang (2017) in controlling other pri

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Discuss the different approaches used by Fama and French (1992)
and Bali, Brown and Tang (2017) in controlling other pricing
factors in the cross-section of returns. Which approach is more
suitable for constructing investment portfolio in real time setup?
Please explain your answer.
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