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Building a Six Factor Model Using Intangible Value with Kai Wu

Excess Returns

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Creating a Single Composite Score for Companies

In this chapter, the speakers discuss the process of creating a single composite score for companies based on their intangible value. They explain the four pillars of intangible assets, provide examples of what is measured in each one, and emphasize the importance of directly assessing the quality of intellectual property. They also talk about the data sources used and the performance of the intangible value factor compared to other factors.

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