1)持续性:即按照这套标准去进行投资,可以持续的,长时间的NX0D得比市场平均回报更好的投资回U8Jg;
Petkova,Ralitsa,DotheFama-Frenchfactorsproxyforinnovationsinpredictivevariables?Journaloffinance,Apr2006,61(2):581-612