"Factor investing is the empirical rational behind why companies with exposure to these certain factors have historically generated higher expected returns over the long run," he says. "It started as a master student, where i stumbled on an article saying that if youwould systematically buy stocks wic have a good valu prosability, momentum, you can be to market." The answer was a little bit: There's some tale risk in some of the factors, but at best, a partial explanation, which means there is alpha.
IN THIS EPISODE, YOU’LL LEARN:
03:21 - What is factor investing?
03:21 - Why does factoring investing work?
12:10 - What factors Pim thinks are the most relevant going forward.
15:40 - Why small cap and value factors have performed poorly over recent years and does this mean these factor premiums are dead.
33:38 - How to get higher returns by taking on less risk.
45:09 - What is a low volatility investing strategy?
51:13 - Is including more factors in your portfolio better?
And much, much more!
*Disclaimer: Slight timestamp discrepancies may occur due to podcast platform differences.
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