The Quantopian Podcast Quant Radio: Estimating Long-Term Expected Returns
Jan 6, 2025
Dive into the art of predicting long-term equity returns, starting with frameworks like dividend yield and the Gordon growth model. Discover a novel three-component approach that enhances returns and reduces risks. Learn how these strategies are tested against market data, showcasing their effectiveness across varying conditions. The conversation also highlights the KPE ratio for evaluating long-term expectations, emphasizing the need for adaptability in ever-changing financial landscapes. It's a treasure trove for future-focused investors!
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