An Analysis on the Long-term Performance of Value Investment Strategy in Korea

Korean Journal of Financial Studies 2006;35(3):1-39.
Published online June 30, 2006.

가치투자전략의 장기적 성과 분석

김병준, 이필상

Key Words: 가치 프리미엄,가치투자전략,시장 이상,예상 오류,체계적 위험요인,Market anomaly,Mis-expectation,Systematic risk factors,Value investment strategy,Value premiums

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