
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"
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