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Lagged factors affecting Berkshire Hathaway returns

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Berkshire Hathaway is regarded as the mover of markets and one of the biggest funds in the world, and is managed by Warren Buffett. By means of a linear factor model, macroeconomic variables and market factors are regressed on the monthly performance of Berkshire Hathaway. The goal is to see whether Warren Buffet is really a value investor. A new set of factors are identified in an attempt to predict Berkshire Hathaway returns.Journal of Asset Management (2004) 5, 272–276; doi:10.1057/palgrave.jam.2240145

Document Type: Research Article


Affiliations: 1: 2Associate Professor and Chair of Economics and Finance in the School of Business and Economics at the State University of New York (Plattsburgh) 2: 1101 Broad Street, Plattsburgh, New York, 12901, USA, Tel: +1 518 564 4202, Fax: +1 518 564 4215, Email:

Publication date: 2004-12-01

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