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:
- All our podcast appearances are available here.
- The views and opinions expressed herein are those of the author and do not necessarily reflect the views of Alpha Architect, its affiliates or its employees. Our full disclosures are available here. Definitions of common statistics used in our analysis are available here (towards the bottom).
- Join thousands of other readers and subscribe to our blog.
- This site provides NO information on our value ETFs or our momentum ETFs. Please refer to this site.