Robeco Asset Management Podcast
Some factors are more equal than others
- Autor: Vários
- Narrador: Vários
- Editor: Podcast
- Duración: 0:24:38
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Sinopsis
Is Value broken? Does a decade of disappointing performance mean that a factor has ultimately failed? The ‘lost decade’ for classic Fama-French factors like Size and Value raises some tough questions for quant researchers and portfolio managers. David Blitz and Pim van Vliet discuss a number of hot quant topics in our latest podcast episode.