Skip to main content

Lagged factors affecting Berkshire Hathaway returns

Buy Article:

$43.00 plus tax (Refund Policy)

Abstract:

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

DOI: https://doi.org/10.1057/palgrave.jam.2240145

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: greg.gregoriou@plattsburgh.edu

Publication date: 2004-12-01

  • Access Key
  • Free content
  • Partial Free content
  • New content
  • Open access content
  • Partial Open access content
  • Subscribed content
  • Partial Subscribed content
  • Free trial content
Cookie Policy
X
Cookie Policy
Ingenta Connect website makes use of cookies so as to keep track of data that you have filled in. I am Happy with this Find out more