

Michael Hunstad - Institutional Trends in Factor Investing (S3E9)
9 snips Jul 20, 2020
Chapters
Transcript
Episode notes
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18
Introduction
00:00 • 2min
Factor Investing - What Are the Trends?
02:08 • 3min
What's Going Wrong With Value?
05:14 • 4min
Investing in Factors
09:01 • 6min
The Asymmetry of Volatility in the Markets
14:31 • 4min
Low Volatility Strategies Can and Will Underperform
18:02 • 3min
I Believe in Factors, but the Implementation Is Horrible
20:44 • 4min
Is There a Balance Between High Factor Efficiency and Low Total Factor Exposure?
24:43 • 2min
Are You Using a Sleeve Based Approach to Multi-Factor Investments?
26:48 • 5min
Is There a Difference Between Value and Momentum?
31:35 • 3min
How to Define a Factor in a Portfolio?
34:19 • 4min
Quant Investing
37:57 • 2min
Factor Strategies - Are They Fairly Priced?
40:13 • 3min
Are the Fangs the Anti-Factor?
43:16 • 3min
Is E S G a Factor?
46:00 • 4min
Is Academic Research Really Supporting Long & Short Portfolios?
50:05 • 4min
How to Overweight a Stock in a Portfolio?
54:21 • 3min
The Future of Factor Investing
56:52 • 5min