Some factors are more equal than others
May 13, 2020•25 min•Season 2Ep. 5
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Episode description
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.
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