Excess Returns Navigating the Factor Zoo with Matthias Hanauer
61 snips
Dec 8, 2023 
Matthias Hanauer, factor investing researcher, discusses two of his research papers: 'Honey I Shrunk the Factor Zoo' and 'Resurrecting the Value Premium'. They also talk about the state of value investing and share interesting charts that provide context. The episode provides insights on approaching research topics, innovating in factor research, and the challenges faced by researchers. The performance of the value factor and the importance of past realized returns are also discussed.
Chapters
Transcript
Episode notes
1 2 3 4 5 6
Introduction
00:00 • 2min
Approaching Research Topics and Characteristics of a Good Investment Factor
01:53 • 5min
Exploring the Compression of the Factor Zoo
06:39 • 2min
Innovation in Factor Research
08:43 • 19min
The Resurrection of the Value Premium
27:44 • 15min
Discussion on Value Investments and the Importance of Past Realized Returns
43:05 • 3min