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Strategies & Market Trends : What Works on Wall Street (O'Shaugnessy)
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To: John Langston who wrote (2)1/24/1997 5:30:00 PM
From: Brian Channon   of 109
 
O'Shaughnessy found the highest growth coming from a blending of value investing (using a PSR < 1.5 as the screen) with momentum investing (as measured by relative price strength). However, I believe that he found pure low PSR investing as producing higher risk-adjusted growth.
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