The Value factor has underperformed globally for the past 14 years, prompting some even to wonder if Value is ‘dead’. But, as our research shows, the factor’s behavior has varied starkly across equity markets and time.
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The Value factor has underperformed globally for the past 14 years, prompting some even to wonder if Value is ‘dead’. But, as our research shows, the factor’s behavior has varied starkly across equity markets and time.
More