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Is (Systematic) Value Investing Dead? · Study

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ArticleIs (Systematic) Value Investing Dead?

Ronen Israel2020

OA

Articlegreen2020

Is (Systematic) Value Investing Dead?

Ronen Israel · Kristoffer Laursen · Scott Anthony Richardson

40 citations·0/0 files stored·The Journal of Portfolio Management

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Financial Reporting and Valuation Research

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References

1993Common risk factors in the returns on stocks and bonds 1992The Cross-Section of Expected Stock Returns 1968An Empirical Evaluation of Accounting Income Numbers 1994Contrarian Investment, Extrapolation, and Risk 1995Size and Book-to-Market Factors in Earnings and Returns 2013Value and Momentum Everywhere 1995Valuation and Clean Surplus Accounting for Operating and Financial Activities*1996The capitalization, amortization, and value-relevance of R&D

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2021Boosting Agnostic Fundamental Analysis: Using Machine Learning to Identify Mispricing in European Stock Markets 2020Resurrecting the Value Premium

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Year2020

Typearticle

Published2020-01-01

VenueThe Journal of Portfolio Management

ISSN-L0095-4918

Languageen

Citations40

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.3554267

openalex_workW3125854176

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