Piotroski, Graham and Greenblatt: an Empirical Approach to Value Investing in the Brazilian Stock Market

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...

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Bibliographic Details
Main Authors: Carlos Henrique Souza Domingues, Alexandre Aronne, Francisco Pereira, Frank Magalhães
Format: Article
Language:English
Published: FUCAPE Business School 2022-01-01
Series:BBR: Brazilian Business Review
Subjects:
value investing
jensen’s alpha
asset pricing
Online Access:http://www.redalyc.org/articulo.oa?id=123075329001

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