In Quantitative Value, we conduct an examination into existing industry and academic research into a variety of fundamental value investing methods, and simple
quantitative value investment strategies.
We begin our investigation by examining two simple
quantitative value investment strategies: one suggested by the great value investor and philosopher Benjamin Graham, and the other Joel Greenblatt's Magic Formula, and ask if there are simple ways to improve upon them.
In Quantitative Value: A Practitioner's Guide to Automating Intelligent Investment and Eliminating Behavioral Errors Wes and I discuss in detail industry and academic research into a variety of improved fundamental value investing methods, and simple
quantitative value investment strategies.
In Quantitative Value we begin our investigation by examining two simple
quantitative value investment strategies: one suggested by the great value investor and philosopher Benjamin Graham, and the other Joel Greenblatt's Magic Formula, and ask if there are simple ways to improve upon them.
In Quantitative Value, we conduct an examination into existing industry and academic research into a variety of fundamental value investing methods, and simple
quantitative value investment strategies.
Not exact matches
Posted in Contrarian
investment, Quantitative investment, Strategy, Value Investment, tagged Joel Greenblatt, Magic Formula, Robert Novy - Marx on March 19, 2013 3 Comme
investment,
Quantitative investment, Strategy, Value Investment, tagged Joel Greenblatt, Magic Formula, Robert Novy - Marx on March 19, 2013 3 Comme
investment,
Strategy,
Value Investment, tagged Joel Greenblatt, Magic Formula, Robert Novy - Marx on March 19, 2013 3 Comme
Investment, tagged Joel Greenblatt, Magic Formula, Robert Novy - Marx on March 19, 2013 3 Comments»
We then independently backtest each method, and
strategy, and combine the best into a new
quantitative value investment model.
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Quantitative investment, Strategy Tagged Strategy, Value Investment
investment,
Strategy Tagged
Strategy,
Value Investment Investment 5 Comments
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Strategy Tagged Quality,
Quantitative Value Book, Warren Buffett 5 Comments
Posted in About, Behavioral economics,
Quantitative investment, Stocks,
Strategy Tagged James Montier, Joel Greenblatt,
Value investing 2 Comments
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Value Investment, Warren Buffett Tagged Joel Greenblatt, Quantitative Value Book, The Little Book That Beats The Market
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Quantitative Value Book, The Little Book That Beats The Market 4 Comments
Cornerstone
Value Fund Portfolio Manager Brian Peery discusses the Fund's
quantitative investment strategy, which seeks large, widely held dividend - yielding companies.
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investment,
Strategy Tagged Book,
Quantitative Value 95 Comments
Posted in About, Behavioral economics,
Quantitative investment, Quantitative Value Book, Strategy, Value Investment, tagged Benjamin Graham, Charlie Munger, Quantitative Value Book, Warren Buffett on January 9, 2013 22 Comme
investment,
Quantitative Value Book,
Strategy,
Value Investment, tagged Benjamin Graham, Charlie Munger, Quantitative Value Book, Warren Buffett on January 9, 2013 22 Comme
Investment, tagged Benjamin Graham, Charlie Munger,
Quantitative Value Book, Warren Buffett on January 9, 2013 22 Comments»
Among investors, he is best known for his pioneering work in
quantitative analysis, described in his book What Works on Wall Street: A Guide to the Best - Performing
Investment Strategies of All Time, and which sought to finally answer the question of what works best —
value or growth investing.
Posted in About, Behavioral economics,
Quantitative investment, Quantitative Value Book, Strategy, Value Investment Tagged Benjamin Graham, Charlie Munger, Quantitative Value Book, Warren Buffett 2
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Investment Tagged Benjamin Graham, Charlie Munger,
Quantitative Value Book, Warren Buffett 22 Comments
Posted in About, Behavioral economics,
Quantitative investment, Strategy, tagged Strategy, Value Investment on June 11, 2012 5 Comme
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Strategy,
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Investment on June 11, 2012 5 Comments»
Posted in About, Behavioral economics, Contrarian
investment,
Quantitative investment,
Strategy, tagged Apple Inc. (NASDAQ: AAPL),
Quantitative Value Book on April 24, 2013 4 Comments»
Continuing the
quantitative value investment theme I've been trying to develop over the last week or so, I present my definition of a simple
quantitative value strategy: net nets.
Posted in Behavioral economics,
Quantitative investment, Strategy, Value Investment, tagged Quantitative, Value investing on August 31, 2012 9 Comme
investment,
Strategy,
Value Investment, tagged Quantitative, Value investing on August 31, 2012 9 Comme
Investment, tagged
Quantitative,
Value investing on August 31, 2012 9 Comments»
He is best known as the author of the websites The Acquirer's Multiple ® and Greenbackd, and the books Concentrated Investing:
Strategies of the World's Greatest Concentrated
Value Investors (2016, Wiley Finance), Deep
Value: Why Activists Investors and Other Contrarians Battle for Control of Losing Corporations (2014, Wiley Finance), and
Quantitative Value: A Practitioner's Guide to Automating Intelligent
Investment and Eliminating Behavioral Errors (2012, Wiley Finance).
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Quantitative investment,
Strategy Tagged Benjamin Graham,
Value investing 6 Comments
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Quantitative investment, Strategy, Value Investment Tagged AQR, Cliff Asness, Shiller PE 1
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Investment Tagged AQR, Cliff Asness, Shiller PE 11 Comments
Posted in About, Behavioral economics,
Quantitative investment, Stocks, Strategy, Value Investment, tagged Dylan Grice, Joel Greenblatt, Magic Formula, Value investing on May 16, 2012 4 Comme
investment, Stocks,
Strategy,
Value Investment, tagged Dylan Grice, Joel Greenblatt, Magic Formula, Value investing on May 16, 2012 4 Comme
Investment, tagged Dylan Grice, Joel Greenblatt, Magic Formula,
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Posted in About, Book, Catalysts, Contrarian
investment,
Strategy, tagged Book,
Quantitative Value on December 26, 2012 95 Comments»
Posted in Contrarian
investment, Strategy, Value Investment, Warren Buffett, tagged Joel Greenblatt, Quantitative Value Book, The Little Book That Beats The Market on March 5, 2013 4 Comme
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Value Investment, Warren Buffett, tagged Joel Greenblatt, Quantitative Value Book, The Little Book That Beats The Market on March 5, 2013 4 Comme
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Quantitative investment,
Strategy Tagged Apple Inc. (NASDAQ: AAPL),
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We then independently backtest each method, and
strategy, and combine the best into a new
quantitative value investment model.
Posted in About, Behavioral economics, Contrarian
investment,
Strategy, tagged Quality,
Quantitative Value Book, Warren Buffett on March 4, 2013 5 Comments»
Posted in About, Behavioral economics,
Quantitative investment, Stocks, Strategy, Value Investment Tagged Dylan Grice, Joel Greenblatt, Magic Formula, Value investing
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Investment Tagged Dylan Grice, Joel Greenblatt, Magic Formula,
Value investing 4 Comments
The following is an excerpt from the recently published book on applying
quantitative strategies to value investing: Quantitative Value: A Practitioner's Guide to Automating Intelligent Investment and Eliminating Behavioral Errors * by two veteran investment bloggers Wesley Gray (Turnkey Analyst) and Tobias Carlisle (
quantitative strategies to
value investing: Quantitative Value: A Practitioner's Guide to Automating Intelligent Investment and Eliminating Behavioral Errors * by two veteran investment bloggers Wesley Gray (Turnkey Analyst) and Tobias Carlisle (Greenba
value investing:
Quantitative Value: A Practitioner's Guide to Automating Intelligent Investment and Eliminating Behavioral Errors * by two veteran investment bloggers Wesley Gray (Turnkey Analyst) and Tobias Carlisle (
Quantitative Value: A Practitioner's Guide to Automating Intelligent Investment and Eliminating Behavioral Errors * by two veteran investment bloggers Wesley Gray (Turnkey Analyst) and Tobias Carlisle (Greenba
Value: A Practitioner's Guide to Automating Intelligent
Investment and Eliminating Behavioral Errors * by two veteran investment bloggers Wesley Gray (Turnkey Analyst) and Tobias Carlisle (Gr
Investment and Eliminating Behavioral Errors * by two veteran
investment bloggers Wesley Gray (Turnkey Analyst) and Tobias Carlisle (Gr
investment bloggers Wesley Gray (Turnkey Analyst) and Tobias Carlisle (Greenbackd).