This is a summary of links featured on Quantocracy on Thursday, 05/20/2021. To see our most recent links, visit the Quant Mashup. Read on readers!
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Are Ben Graham s Disciples Value and Quality Factor Investors? [Alpha Architect]I examine the performance records of performance of Ben Graham's well-known disciples: Walter Schloss, Tom Knapp, Warren Buffett, Bill Ruane, Charlie Munger, Rick Guerin, and Stan Perlmeter. The research question I seek to address is the following: Do the academic "value" and "quality" factors explain the performance of these legendary investors? Surprisingly, the evidence