TY  - JOUR 
AU  - Monge, Manuel
AU  - Aracil Jordá, Jorge
AU  - Infante, Juan
PY  - 2025
SN  - 2408-0071
UR  - https://hdl.handle.net/20.500.12766/829
AB  - This study aims to provide an analysis of trends and resistance dynamics of the growth and value investment strategies, particularly in terms of aggressiveness to market risk, using the market factor of beta. Current ARFIMA (p, d, q) models are...
LA  - eng
TI  - Non-diversifiable risk in value and growth strategies. time trends and persistence analysis
DO  - 10.5281/zenodo.11042511
T2  - Scientific culture
M2  - 125
KW  - Growth Investing
KW  - Value Investing
KW  - Non-Diversifiable Risk
KW  - Betas
KW  - Fractional Integration
VL  - 11
ER  -