Sentences with phrase «decile approach»

We tested the decile approach and the joint approach in Quantitative Value, substituting better performing value metrics and found different results.

In the book, O'Shaughnessy suggests another problem with the real - world application of LSV's decile approach:

We tested the decile approach and the joint approach in Quantitative Value, substituting better performing value metrics and found different results.

Not exact matches

From their 1999 levels, all of those deciles lost more than one - third of their value over the following 30 - months, with the losses in most groups approaching -50 %.

The only problem is that all of the research is buried in Greenbackd's 526 posts, most of which are forgettable, regrettable, or both, and some were never published drafts that I held back (I take the Jack Welsh «decile» approach to posting and strangle about 10 % of the posts in the crib.

The problem with the approach is that the lowest price - to - book value deciles — that is, the cheapest and therefore best performed deciles — are uninvestable.

They are perhaps best known for the Contrarian Investment, Extrapolation, and Risk paper, which, among other things, analyzed low price - to - book value stocks in deciles (an approach possibly suggested by Roger Ibbotson's study Decile Portfolios of the New York Stock Exchange, 1967 — 1984).

I have a proposal for a different investment approach... * considering only the «best» alternatives: «value decile» (best return potential) and cash (lowest volatility / drawdowns).

-LSB-...] value stocks in deciles (an approach possibly suggested by Roger Ibbotson's study Decile Portfolios of the New York Stock Exchange, 1967 — 1984).