Tag Archives: The Value Premium Puzzle

More Evidence that the Value Premium is Unrelated to Risk

http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1840551 Continue reading

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An Academic’s Take on the Value Premium

This is an interesting view of the value premium–the amount by which value stocks’ risk-adjusted returns exceed glamour stocks’ risk-adjusted returns–written by an academic, Tano Santos, who has no apparent horse in the race. We use the term “glamour” instead of “growth” because all … Continue reading

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