The performance of value versus growth U.S. stocks: Period 1999-2018

Stasse, Axel ; Kumps, Romain
(2019)

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STASSE_03161301_KUMPS_08561400_2019.pdf
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Details

Supervisors
Iania, Leonardo
Faculty
Louvain School of Management
Degree label
Master [120] en sciences de gestion
Abstract
The thesis analyzes the performance of value versus growth U.S. stocks over the 1999-2018 period. It reviews the academic literature of value and growth investing before analyzing the performance using the value and growth stocks of the S&P 500. The thesis challenges the previous literature, largely focused on the value premium (i.e. outperformance compared to the market), by examining the recent data.