Reconsideration of Value Investing: Evaluation Based on Perfect Foresight

2021 ◽  
Author(s):  
Hideaki Kudoh ◽  
Daisuke Katayama ◽  
Kentaro Takayanagi
Keyword(s):  
Perfect Foresight ◽  
Value Investing

Enduring Principles of Value Investing

2015 ◽  
Vol 32 (1) ◽  
pp. 39-43
Author(s):  
Charles H. Brandes
Keyword(s):  
Value Investing

Benjamin Graham on Value Investing: Lessons from the Dean of Wall Street (a review)

1996 ◽  
Vol 52 (2) ◽  
pp. 77-79
Author(s):  
Victor F. Morris
Keyword(s):  
Wall Street ◽  
Value Investing

Returns to Value Investing: Fundamentals or Limits to Arbitrage?

2007 ◽  
Author(s):  
Alexsandro Broedel Lopes ◽  
Fernando Caio Galdi
Keyword(s):  
Value Investing ◽  
Limits To Arbitrage

Stumbling on Value Investing

2007 ◽  
Author(s):  
Brandes Institute
Keyword(s):  
Value Investing

Panel Discussion Emphasizes Appeal of Value Investing

2017 ◽  
Author(s):  
Brandes Institute
Keyword(s):  
Panel Discussion ◽  
Value Investing

Explaining the Demise of Value Investing

2019 ◽  
Author(s):  
Baruch Itamar Lev ◽  
Anup Srivastava
Keyword(s):  
Value Investing

Replicating Private Equity with Value Investing, Homemade Leverage, and Hold-to-Maturity Accounting

2021 ◽  
Author(s):  
Erik Stafford
Keyword(s):  
Private Equity ◽  
Small Firms ◽  
Publicly Traded ◽  
Investment Performance ◽  
Value Investing ◽  
Equity Funds ◽  
Private Equity Funds ◽  
Asset Selection ◽  
Investment Process ◽  
Stock Portfolio

Abstract The contributions of asset selection and incremental leverage to buyout investment performance are more important than typically assumed or estimated to be. Buyout funds select small firms with distinct value characteristics. Public equities with these characteristics have high risk-adjusted returns relative to common factors. Adding incremental leverage to a publicly traded stock portfolio increases both risks and mean returns in this sample. Direct investments in private equity funds earn lower mean returns than a replicating strategy designed to mimic these key economic features of their investment process with public equities and brokerage loans.

scholarly journals A perfect foresight model of regional development and skill specialization

2000 ◽  
Vol 30 (2) ◽  
pp. 221-242 ◽  
Author(s):  
Klaus Desmet
Keyword(s):  
Regional Development ◽  
Perfect Foresight

Entry and price dynamics in a perfect foresight model

1985 ◽  
Vol 9 (3) ◽  
pp. 251-271 ◽  
Author(s):  
Alvaro Rodriguez
Keyword(s):  
Price Dynamics ◽  
Perfect Foresight
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