Spectral analysis and the death of value investing
Author:
Affiliation:
1. Sanlam Investments Namibia, Windhoek, Khomas, Namibia
2. Centre for Business Mathematics and Informatics, North-West University, Potchefstroom, South Africa
Funder
research
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/23322039.2021.1988380
Reference69 articles.
1. Asness, C. (2020). Is (systematic) value investing dead? AQR, Cliff’s Perspectives. Retrieved September, 2020, from https://www.aqr.com/Insights/Perspectives/Is-Systematic-Value-Investing-Dead/
2. Fact, Fiction, and Momentum Investing
3. Fact, Fiction, and Value Investing
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