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Building a Six Factor Model Using Intangible Value with Kai Wu
Excess Returns
English - June 29, 2023 09:00 - 50 minutes - 46.6 MB - ★★★★★ - 47 ratingsInvesting Business Homepage Download Apple Podcasts Google Podcasts Overcast Castro Pocket Casts RSS feed
In this episode, we speak with Sparkline Capital founder Kai Wu about his excellent recent paper "Intangible Value: A Sixth Factor". We discuss his research on the importance of intangible assets, how to measure them and turn them into a value factor, the benefits of intangible value to a multi-factor portfolio, and how he used it to construct a 6-factor model.
We hope you enjoy the discussion.
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