Piotroski, Graham and Greenblatt: an Empirical Approach to Value Investing in the Brazilian Stock Market
In this paper, multifactor asset pricing models are used to assess and compare the performance - through the analysis of Jensen’s alpha - of three equity portfolios constructed according to the value investing strategies proposed by Joseph Piotroski, Benjamin Graham, and Joel Greenblatt. Three portf...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
FUCAPE Business School
2022-01-01
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| Series: | BBR: Brazilian Business Review |
| Subjects: | |
| Online Access: | http://www.redalyc.org/articulo.oa?id=123075329001 |