2min chapter

The Rational Reminder Podcast cover image

Antti Ilmanen: The Building Blocks of Long-Run Returns (EP.202)

The Rational Reminder Podcast

CHAPTER

Equity Market Beta in Value Strategy?

Value strategy suffered when the market was falling. Value has worked over 200 years in stock election or in other acet classes. Over long histories, if i look at rolling correlation or beta, value strategy hasn't been a consistent sign. There has been some of this sign flippings of, i think it's its sor in the long run,. But maybe one can have some idea where it like.

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