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- Many hedge funds, and a growing number of mutual funds & ETFs propose value portfolios. - Example: An asset manager proposes a strategy that

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- Many hedge funds, and a growing number of mutual funds \& ETFs propose value portfolios. - Example: An asset manager proposes a strategy that has a CAPM alpha of 3%. - You do research and you realize that the strategy looks like value investing. - Would you be interested? To answer we need to quantify the returns from the standard value investing strategy

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