Flirting with Models cover image

Pim van Vliet – A Detailed Dive into Low Volatility Investing (S6E10)

Flirting with Models

00:00

The Pushback to Factor Premiums

There are limits to arbitrage or tea costs that are unaccounted for in pre-sample data. But it's not something that actually could have been exploited, he says. "It's a good insight coming also at a moment when some people don't believe in some factor premiums anymore than this is really a good sign of confidence"

Transcript
Play full episode

The AI-powered Podcast Player

Save insights by tapping your headphones, chat with episodes, discover the best highlights - and more!
App store bannerPlay store banner
Get the app