Returns to selecting value stocks in Australia - The Aby filters
Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
Electronic versions
The development of the Financial Crisis throughout 2008 and into 2009 has caused many fund managers to question their Growth based investment models. Interest appears to again be rekindled in the traditional Value based models, where investment decisions are based on sound company fundamentals rather than abstract future growth expectations. This paper reviews a specific set of value based filters for selecting undervalued stocks which appeared in a series of papers published soon after the 2000 Dot-Com debacle. This paper documents the performance of these filters in the Australian stockmarket.
| Original language | English |
|---|---|
| Title of host publication | Proceedings of The 22nd Australasian Finance and Banking Conference 2009 |
| Publisher | Social Science Research Network (SSRN) |
| Pages | 1-6 |
| Number of pages | 6 |
| ISBN (print) | 978-0-9873127-1-6 |
| DOIs | |
| Publication status | Published - 2009 |
| Externally published | Yes |