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: