Podcast: Factor Replication with Lu Zhang (Wes)

/Podcast: Factor Replication with Lu Zhang (Wes)

Podcast: Factor Replication with Lu Zhang (Wes)

By | 2017-10-16T08:35:00+00:00 October 16th, 2017|Podcasts|0 Comments

Here is a link to our podcast on Behind the Markets

Wes and Jeremy speak with Lu Zhang, The John W. Galbreath Chair, Professor of Finance, at the Fisher College of Business at The Ohio State University, and co-author of the paper, “Replicating Anomalies.” The team dig into the 3-year research project and dissect some of the results. Prof. Zhang tell the audience what he considers to be the best factor portfolio — high ROE, low investment. High ROE, low investment can also be viewed as high ROE and cheap (i.e., value).

You can listen to the podcast via the link below:



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About the Author:

After serving as a Captain in the United States Marine Corps, Dr. Gray earned a PhD, and worked as a finance professor at Drexel University. Dr. Gray’s interest in bridging the research gap between academia and industry led him to found Alpha Architect, an asset management that delivers affordable active exposures for tax-sensitive investors. Dr. Gray has published four books and a number of academic articles. Wes is a regular contributor to multiple industry outlets, to include the following: Wall Street Journal, Forbes, ETF.com, and the CFA Institute. Dr. Gray earned an MBA and a PhD in finance from the University of Chicago and graduated magna cum laude with a BS from The Wharton School of the University of Pennsylvania.

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