#24152
Mentioned in 2 episodes

What Works on Wall Street, Fourth Edition

The Classic Guide to the Best-Performing Investment Strategies of All Time
Book • 1996
In this book, James P. O'Shaughnessy presents a detailed analysis of various investment strategies that have historically outperformed the market.

He challenges conventional wisdom by using back-tested data to show that strategies combining value, size, momentum, and quality factors tend to achieve higher returns with manageable risk.

The book covers a wide range of topics, including price-to-book ratios, dividend yields, buyback yields, and multifactor models, providing insights into how these strategies can be implemented to enhance investment performance.

Mentioned by

Mentioned in 2 episodes

Mentioned by
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Jim O'Shaughnessy
as one of his own publications.
81 snips
Ben Reinhardt — Speculative Technologies (EP.248)
Mentioned by
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Dan Rasmussen
when discussing mean reversion of growth rates.
Dan Rasmussen - Private Equity Returns in Public Markets - [Invest Like the Best, EP.78]

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