Cash and Value
Medhat (2017) studies value investing in equities. The abstract mentions profits but not a benchmark, an out-of-sample test, transaction costs, multiple testing or the size of the universe.
“In particular, controlling for cash increases the power of book-to-market predicting the cross section of returns, improves the performance of value strategies, implies a non-redundant role for the value factor alongside profitability and investment factors, and helps explain anomalies.”
AssetEquities
StrategyValue investing
ClaimProfit
InputsFundamentals
Missing from abstract: benchmark, out-of-sample test, costs, multiple testing, universe
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The paper's neighbourhoodValue investing by year
FamilyValue investing106Momentum and trend following289Factor investing240Machine learning return prediction15318 more · 896
AssetEquities89
The family is counted across the whole universe. Asset, method and authors are counted inside the family.
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