Purpose This paper aims to present a systematic literature review (SRL) on the topic of value
investing (VI) in the international studies. The purpose of this study is twofold: to highlight the …

The prolonged poor performance of the value factor has led to doubts about whether the
value premium still exists. Some have noted that the observed returns still fall within …

This article investigates the link between environmental, social and corporate governance
(ESG) ratings and financial performance in the Norwegian stock market. Using Norwegian …

Using a comprehensive sample of 164 domestic equity Smart Beta (SB) ETFs during 2003-
2014 period, I analyze whether these funds beat their benchmarks by tilting their portfolios to …

This paper takes another look at the recommendation of Blitz [2012] to allocate strategically
to the value, momentum and low-volatility factor premiums in the equity market. Five years of …

The evidence for the existence of a distinct low-volatility effect is mounting. However, implicit
exposures to the Fama–French value factor (HML) seem to explain the performance of …

We value rating-triggered step-up bonds with three methods:(i) the Jarrow, Lando and
Turnbull [1997, JLT] framework,(ii) a similar framework using historical probabilities and (iii) …

Traditionally, portfolio managers have been discouraged from timing the market, for
example, equity managers have been forced to adhere strictly to a benchmark with static or …

Picture George Costanza screaming “FIRE! FIRE!” and barreling his way out the door,
knocking over old women and children, and you will have a very good visual idea of what a …

Empirical literature on value and growth style investing has found value style investing to be
a favorable long-term investment strategy. However, value investing has lost its edge in the …