Purpose – The purpose of this paper is to clarify a number of important facts about info-gap decision theory. Design/methodology/approach – Theorems are put forward to rebut claims made about info-gap decision theory in papers published in this journal and elsewhere. Findings – Info-gap's...

Purpose – The purpose of this paper is to clarify a number of important facts about info-gap decision theory. Design/methodology/approach – Theorems are put forward to rebut claims made about info-gap decision theory in papers published in this journal and elsewhere. Findings – Info-gap's...

Purpose – The aim of this paper is twofold. First, it aims to provide better understanding for the main sources behind the value premium in the UK. Second, given that the value factor (HML) in the Fama‐French three‐factor model is itself a proxy for value premium, this paper seeks to...