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Verify Value Investing Theory: A Quantitative Approach

Project for ORIE 4741, Fall 2016

Team Member:

Trevor McDonald (tdm67)

Anqi Wang (aw735)

Yi He (yh354)

Value Investing is a century long investment theory proposed by Ben Graham and David Dodd in 1928. It basically says that “markets systematically undervalue companies with high cash flow but large book values and stable businesses”. If what this theory claims is true, a big challenge on current efficient market theory is posed and a profitable investment opportunity is implied.

For the past decades, this theory has been advocated by many famous investors including Warrent Buffet, Laurence Tisch and Michael Larson, but whether their success is due to this theory or luck is up to further research and analysis.

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Project for ORIE 4741, Fall 2016

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