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- URN zum Zitieren dieses Dokuments:
- urn:nbn:de:bvb:355-epub-434414
- DOI zum Zitieren dieses Dokuments:
- 10.5283/epub.43441
Zusammenfassung
This paper examines the risk premium of value stocks within a global investment strategy framework. We test whether absolute or relative mispricing is better suited to capturing the global value premium by using fair value-based net asset values (NAVs) as our proxies for fundamental value. We find that investing in the most underpriced stocks relative to the average ratio of price to fundamental ...
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