Excess Returns artwork

Navigating the Factor Zoo with Matthias Hanauer

Excess Returns

English - December 08, 2023 10:00 - 46 minutes - 42.5 MB - ★★★★★ - 47 ratings
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Previous Episode: The Enduring Legacy of Charlie Munger with Lawrence Cunningham
Next Episode: Value, Momentum and Launching ETFs with Wes Gray

In this episode, we talk factor investing with Robeco's Matthias Hanauer. Matthias has written some excellent research papers on a variety of factor investing topics and we dig into the details behind two of our favorites: "Honey I Shrunk the Factor Zoo", and "Resurrecting the Value Premium." We also discuss the state of value investing in general and look at some interesting charts Matthias put together that put the current situation in value in context.


We hope you enjoy the discussion.



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