In this episode of Excess Returns, we sit down with AQR founder Cliff Asness for a fascinating discussion about market efficiency, behavioral finance, and the future of quantitative investing. In…
Tag: Factor Investing
Academic Research Summary: Does It Matter Why Factors Work?
A groundbreaking new study challenges conventional wisdom about how we look at investing factors. The paper, “Does Peer-Reviewed Research Help Predict StockReturns”, written by Andrew Chen of the Federal Reserve…
10 Things Investors Get Wrong About Factor Investing | And How to Avoid Them
In this episode, we explore common misconceptions about factor investing. We discuss why factors aren’t less risky than the market, the challenges of diversification, and why adding more factors isn’t…
Justin & Jack on the The Acquirers Podcast
Justin & Jack join Tobias Carlisle on The Acquirers Podcast | Value After Hours. They discuss the models on Validea, to International investing, Value, factors (value, momentum) and their effectiveness…
A Quant and a Financial Planner Discuss Factor Investing
In this episode Matt and Jack look at factor investing from both the perspective of someone who builds quantitative strategies and someone who utilizes them. They discuss what factors are,…
The Long and Short of Factor Investing
By Jack Forehand, CFA, CFP® (@practicalquant) — Most of us who build factor-based portfolios rely on academic research as the underpinning of our strategies. And that makes a lot of sense. If we…
The Core Principles of Momentum Investing
By Jack Forehand, CFA, CFP® (@practicalquant) — Momentum can be one of the more challenging factors for investors to understand. Since we are investing in businesses when we buy a stock, we are…
Four Lessons From Andy Berkin and Larry Swedroe
As a factor investor, there are a handful of people I have always wanted to interview for our podcast. We have been lucky to have been able to interview two…
A Complete Guide to Factor Investing with Andy Berkin
In this episode, we speak with Andy Berkin, Head of Research at Bridgeway and co-author of “Your Complete Guide to Factor Investing: The Way Smart Money Invests Today.” We cover…
The Magic of Multi-Factor Investing
By Jack Forehand, CFA, CFP® (@practicalquant) — Many investors tend to have a style that they gravitate toward because it makes the most intuitive sense to them. And when it comes to building…