Buffett's Alpha

GPTKB entity

Statements (21)
Predicate Object
gptkbp:instanceOf gptkb:academic_journal
gptkbp:author gptkb:Andrea_Frazzini
gptkb:David_Kabiller
gptkb:Lasse_Heje_Pedersen
gptkbp:citation gptkb:Buffett's_Alpha
https://www.aqr.com/Insights/Research/Working-Paper/Buffetts-Alpha
gptkbp:foundIn Buffett achieved high Sharpe ratio
Buffett uses leverage prudently
Buffett's strategy is accessible to investors
Buffett invests in high-quality, safe, and cheap stocks
Buffett's returns can be explained by exposure to value, quality, and leverage factors
https://www.w3.org/2000/01/rdf-schema#label Buffett's Alpha
gptkbp:publicationYear 2013
gptkbp:publisher gptkb:AQR_Capital_Management
gptkbp:subject gptkb:Warren_Buffett
value investing
leverage
investment performance
quality investing
gptkbp:bfsParent gptkb:Andrea_Frazzini
gptkbp:bfsLayer 7