MARC details
000 -LEADER |
fixed length control field |
01676nam a22002657a 4500 |
003 - CONTROL NUMBER IDENTIFIER |
control field |
ZW-GwMSU |
005 - DATE AND TIME OF LATEST TRANSACTION |
control field |
20241129063455.0 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
fixed length control field |
241129b |||||||| |||| 00| 0 eng d |
022 ## - INTERNATIONAL STANDARD SERIAL NUMBER |
International Standard Serial Number |
0312-8962 |
040 ## - CATALOGING SOURCE |
Original cataloging agency |
MSU |
Language of cataloging |
English |
Transcribing agency |
MSU |
Description conventions |
rda |
050 00 - LIBRARY OF CONGRESS CALL NUMBER |
Classification number |
HD31 AUS |
100 1# - MAIN ENTRY--PERSONAL NAME |
Personal name |
Chee, Seungmin |
Relator term |
author |
245 12 - TITLE STATEMENT |
Title |
A framework for value investing |
Statement of responsibility, etc. |
created by Seungmin Chee, Richard Sloan, and Aydin Uysal |
264 1# - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
Place of production, publication, distribution, manufacture |
Los Angeles: |
Name of producer, publisher, distributor, manufacturer |
Sage, |
Date of production, publication, distribution, manufacture, or copyright notice |
2013. |
336 ## - CONTENT TYPE |
Source |
rdacontent |
Content type term |
text |
Content type code |
txt |
337 ## - MEDIA TYPE |
Source |
rdamedia |
Media type term |
unmediated |
Media type code |
n |
338 ## - CARRIER TYPE |
Source |
rdacarrier |
Carrier type term |
volume |
Carrier type code |
nc |
440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE |
Title |
Australian journal of management |
Volume/sequential designation |
Volume 38, number 3. |
520 3# - SUMMARY, ETC. |
Summary, etc. |
This paper provides a framework for defining, formulating and evaluating value investment strategies. We define the relative value of an investment in terms of the prospective yield implied by the investment’s current price and expected future cash flows. We develop an intuitive and parsimonious approach for estimating the prospective yield by aggregating cum-dividend expected earnings over a suitable forecast horizon. We also adapt this approach to construct a realized yield metric that can be used as a more direct alternative to realized security returns in evaluating value strategies. We illustrate how our framework can be used to evaluate existing measures of value, construct improved measures of value, and attribute the returns to an investment strategy to value versus other sources. |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
Forecast horizon |
Form subdivision |
Prospective yield |
General subdivision |
Value investing |
700 1# - ADDED ENTRY--PERSONAL NAME |
Personal name |
Sloan, Richard |
Relator term |
co-author |
700 1# - ADDED ENTRY--PERSONAL NAME |
Personal name |
Uysal, Aydin |
Relator term |
co-author |
856 ## - ELECTRONIC LOCATION AND ACCESS |
Uniform Resource Identifier |
https://doi.org/10.1177/0312896213510715 |
942 ## - ADDED ENTRY ELEMENTS (KOHA) |
Source of classification or shelving scheme |
Library of Congress Classification |
Koha item type |
Journal Article |