We published a brand new paper. Quantitative Value Investing in Europe: what works for achieving alpha. In comparison with the USA there have been relatively few studies conducted on what works in investing in the European stock markets. With this paper we would like to make a contribution and examine what factors led to excess returns in the European markets over the 12-year period from 13 June 1999 to 13 June 2011. The factors...
Read More »
