Add to ORKGIt happens as they depend less on work, their balance sheets strengthen and their horizons shorten, write Sebastien Betermier, Laurent E. Calvet and Paolo Sodin
Value stocks earn higher returns than growth stocks on average, but a “value” position can turn agai...
Based on accumulated empirical evidence, the academic community has generally come to agree that val...
We propose a dynamic risk-based model that captures the value premium. Firms are modeled as long-liv...
The difference between the performance of growth and value portfolios presents an interesting puzzle...
Stocks with a high valuation compared to fundamental values imply a high growth rate, yet these stoc...
The value anomaly arises naturally in the neoclassical framework with rational ex-pectations. Costly...
The value anomaly arises naturally in the neoclassical framework with rational ex-pectations. Costly...
The difference between the performance of growth and value portfolios presents an interesting puzzle...
Tactical asset allocation typically generates portfolio tilts between growth and value stocks. It is...
<p>The value premium is a widely documented anomaly that has two primary but conflicting explanation...
This paper proposes a dynamic risk-based model that captures the high expected returns on value stoc...
Abstract: The choice of selecting value or growth stocks for investment with the aim of maximising r...
Value premium, which is the return difference between value and growth stocks, is one of the most im...
This paper investigates value and growth investing in a large administrative panel of Swedish reside...
Many papers have shown evidence that suggests that value stocks outperform growth stocks. Value stoc...
Value stocks earn higher returns than growth stocks on average, but a “value” position can turn agai...
Based on accumulated empirical evidence, the academic community has generally come to agree that val...
We propose a dynamic risk-based model that captures the value premium. Firms are modeled as long-liv...
The difference between the performance of growth and value portfolios presents an interesting puzzle...
Stocks with a high valuation compared to fundamental values imply a high growth rate, yet these stoc...
The value anomaly arises naturally in the neoclassical framework with rational ex-pectations. Costly...
The value anomaly arises naturally in the neoclassical framework with rational ex-pectations. Costly...
The difference between the performance of growth and value portfolios presents an interesting puzzle...
Tactical asset allocation typically generates portfolio tilts between growth and value stocks. It is...
<p>The value premium is a widely documented anomaly that has two primary but conflicting explanation...
This paper proposes a dynamic risk-based model that captures the high expected returns on value stoc...
Abstract: The choice of selecting value or growth stocks for investment with the aim of maximising r...
Value premium, which is the return difference between value and growth stocks, is one of the most im...
This paper investigates value and growth investing in a large administrative panel of Swedish reside...
Many papers have shown evidence that suggests that value stocks outperform growth stocks. Value stoc...
Value stocks earn higher returns than growth stocks on average, but a “value” position can turn agai...
Based on accumulated empirical evidence, the academic community has generally come to agree that val...
We propose a dynamic risk-based model that captures the value premium. Firms are modeled as long-liv...