Robeco Asset Management Podcast

Some factors are more equal than others

Informações:

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.