Why Value Investors Underperform [Slides]

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Why Value Investors Underperform [Slides]

Why Value Investors Underperform by Jason Hsu, Research Affiliates

Style Premia Are Not Constant Over Time

Time Varying Style Premium

This Hedge Fund Believes The New Real Estate Cycle Is “Well Underway”

REITChilton Capital's REIT Composite was up 6.1% last month, compared to the MSCI U.S. REIT Index, which gained 4.4%. Year to date, Chilton is up 6.3% net and 6.5% gross, compared to the index's 8.8% return. The firm met virtually with almost 40 real estate investment trusts last month and released the highlights of those Read More


Value Investors Underperform

Why Do Return Premia Vary Over Time?

How much money can we put to work before return “premiums” are substantially eroded?

Low Volatility Stocks: Valuations Relative to Simulated Market Cap (1967–2014)

Value Investors Underperform

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