
Sign up to save your podcasts
Or
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.
5
22 ratings
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.
191 Listeners
95 Listeners
588 Listeners
979 Listeners
1,855 Listeners
925 Listeners
798 Listeners
178 Listeners
63 Listeners
1,280 Listeners
75 Listeners
66 Listeners
212 Listeners
0 Listeners
73 Listeners