Sentences with phrase «why systematic value»

AR: I write in my own book that one of the big reasons why systematic value strategies work is that they are «psychologically difficult» to implement.

Not exact matches

Sample members taking the survey would sometimes leave answers blank or respond that they did not know.This issue would be okay if we knew the missing values were random, however most often there is systematic reasons for why some people leave answers blank thus presents bias into the model.

In a recent investor letter, we described why deep learning, and in particular recurrent neural networks, might be well suited to the application of long - term systematic value investing.

That said, I see no reason why a systematic application of some value - based investment strategies should not outperform the market even after taking into account those transaction costs and taxes.

That said, I still see no reason why a systematic application of Graham's liquidation value strategy or LSV's low price - to - book value strategy can't outperform the market even after taking into account these frictional costs and, in particular, wide spreads.