12. Value-Oriented Equity Selection

  1. Antti Ilmanen

Published Online: 25 MAY 2012

DOI: 10.1002/9781118467190.ch12

Expected Returns: An Investor's Guide to Harvesting Market Rewards

Expected Returns: An Investor's Guide to Harvesting Market Rewards

How to Cite

Ilmanen, A. (2011) Value-Oriented Equity Selection, in Expected Returns: An Investor's Guide to Harvesting Market Rewards, John Wiley & Sons, Ltd., Chichester, West Sussex, UK. doi: 10.1002/9781118467190.ch12

Publication History

  1. Published Online: 25 MAY 2012
  2. Published Print: 21 MAR 2011

ISBN Information

Print ISBN: 9781119990727

Online ISBN: 9781118467190

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Keywords:

  • equity selection;
  • value stocks;
  • sector neutrality;
  • growth rates;
  • asset classes

Summary

This chapter contains sections titled:

  • Introduction to dynamic strategies

  • Equity value: introduction and historical performance

  • Tweaks including style timing

  • The reasons value works

  • Does the value strategy work in equities beyond individual stock selection or in market or sector selection in other asset classes?

  • Relations between value and other indicators for equity selection

  • Notes