Strategies can be expensive too! The value spread and asset allocation in global equity markets
Abstract
Is the value spread useful for forecasting returns on quantitative equity strategies for country selection? To test this, we examine a sample of 120 country-level equity strategies replicated within 72 stock markets for the years 1996–2017. The value spre
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https://www.scopus.com/inward/record.uri?eid=2-s2.0-85049965958&doi=10.1080%2f00036846.2018.1489523&partnerID=40&md5=3a69dcca1a1be8397d2bef4f4e4034f4https://dspace.yasar.edu.tr/xmlui/handle/20.500.12742/9916
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