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Strategies & Market Trends : Greenblatt's Little Book That Beats The Market

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To: David Bogdanoff who wrote (65)2/7/2006 8:55:27 AM
From: Mark Marcellus  Read Replies (1) of 218
 
I recall that such an approach was used by O'Shaughnessy per his book "What Works on Wall Street" without notable success over the years. At least I don't see him interviewed on tv anymore

Greenblatt doesn't name him explicitly, but I believe that O'Shaughnessy is the unnamed money manager Greenblatt uses as an example in his book. According to Greenblatt this individual did a major study of what has worked historically, built some funds based on what he found, and promptly underperformed for three years. He finally threw in the towel and sold the funds. Since then, following the same strategies, these funds have been among the top performers.
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