NJ's Factor Book References - NJ Factor Book








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References

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Conway, Chris (2023). "Invest like Jeremy Grantham: 6 'Quality' Stocks and ETFs." Livewire Markets. https://www.livewiremarkets.com/wires/invest-like-jeremy-grantham-6-quality-stocks-and-etfs

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FTSE Russell. (2019). Smart beta: FTSE Russell 2019 global survey findings from asset owners. Smart beta: FTSE Russell 2019 global survey findings from asset owners. Retrieved 2 22, 2022, from https://content.ftserussell.com/sites/default/files/smart_beta_2019_global_survey_findings_from_asset_owners.pdf

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Graham, B., & Dodd, D. (2008). Security Analysis: Sixth Edition, Foreword by Warren Buffett. McGraw-Hill Education.

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Hsu, J., Kalesnik, V., & Kose, E. (2019). What is Quality. Financial Analysts Journal, 75(2), 44-61. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2971185

Jacob, J., Pradeep K.P., & Varma, J. (2022). "Performance of Quality Factor in Indian Equity Market." Working Papers, Indian Institute of Management Ahmedabad.
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Nelson, Jeff. "The Case for Investing in High-Quality Businesses." CFA Institute (2023). https://www.northwesternmutual.com/life-and-money/the-case-for-investing-in-high-quality-businesses/

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Weng, J., & Butler, I. (2022). "Value vs. Growth Investing: Value Returns with a Vengeance." J.P. Morgan Asset Management.https://am.jpmorgan.com/gb/en/asset-management/institutional/insights/portfolio-insights/value-vs-growth-investing/

Zani, Chris (2022). "The Unusual Performance of Quality in the First Half of 2022." MFS Investment Management. https://www.mfs.com/en-us/investment-professional/insights/equity/the-unusual-performance-of-quality-in-the--first-half-of-2022.html