Is The Slowdown In Mean Reversion The Reason That Value Investing Has Lost It’s Edge? | Value Investing News

Is The Slowdown In Mean Reversion The Reason That Value Investing Has Lost It’s Edge?

  • Late last year Baruch Lev from the New York University and Anup Srivastava from the University of Calgary wrote a paper titled – Explaining the Recent Failure of Value Investing , which provides their explanations on why value investing has lost it’s edge in the past twelve years.
  • One of the main reasons in their thesis is a slowdown in mean reversion.
  • Here’s an excerpt from the paper:
Rating: 
No votes yet
Article Link: 
Shared Count: 
0
Value Score: 
0
Category: