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Lagged factors affecting Berkshire Hathaway returns

Author

Listed:
  • Robert Christopherson

    (Associate Professor and Chair of Economics and Finance in the School of Business and Economics at the State University of New York (Plattsburgh))

  • Greg Gregoriou

Abstract

Berkshire Hathaway is regarded as the mover of markets and one of the biggest funds in the world, and is managed by Warren Buffett. By means of a linear factor model, macroeconomic variables and market factors are regressed on the monthly performance of Berkshire Hathaway. The goal is to see whether Warren Buffet is really a value investor. A new set of factors are identified in an attempt to predict Berkshire Hathaway returns.

Suggested Citation

  • Robert Christopherson & Greg Gregoriou, 2004. "Lagged factors affecting Berkshire Hathaway returns," Journal of Asset Management, Palgrave Macmillan, vol. 5(4), pages 272-276, December.
    • Handle: RePEc:pal:assmgt:v:5:y:2004:i:4:d:10.1057_palgrave.jam.2240145
    DOI: 10.1057/palgrave.jam.2240145
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    Cited by:

    1. Ling T. He & K. Michael Casey, 2011. "On The Pricing Of Dual Class Stocks: Evidence From Berkshire Hathaway," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 5(1), pages 103-112.

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