Piotroski, Graham and Greenblatt: an Empirical Approach to Value Investing in the Brazilian Stock Market
In this paper, multifactor asset pricing models are used to assess and compare the performance - through the analysis of Jensen’s alpha - of three equity portfolios constructed according to the value investing strategies proposed by Joseph Piotroski, Benjamin Graham, and Joel Greenblatt. Three portf...
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| Udgivet i: | BBR - Brazilian Business Review |
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| Principais autores: | , , , |
| Format: | Artigo |
| Sprog: | Inglês |
| Udgivet: |
FUCAPE Business School
2022
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| Fag: | |
| Online adgang: | https://www.redalyc.org/articulo.oa?id=123075329001 https://www.redalyc.org/journal/1230/123075329001/ https://www.redalyc.org/journal/1230/123075329001/html/ https://www.redalyc.org/journal/1230/123075329001/123075329001.epub https://www.redalyc.org/journal/1230/123075329001/movil http://dx.doi.org/10.15728/bbr.2022.19.5.1.pt |
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