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Rob Arnott: Rethinking Risk, Fear, and the Future of Asset Pricing

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Manage episode 506512028 series 92688
Content provided by CFA Institute. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by CFA Institute or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://podcastplayer.com/legal.

Rob Arnott, founder and chairman of Research Affiliates, joins The Enterprising Investor to challenge long-held assumptions about the equity risk premium and asset allocation. Drawing on Fear, Not Risk, Explains Asset Pricing, the provocative paper he co-authored with Edward McQuarrie, Arnott explores why markets may reward investors less for traditional risk-taking than previously believed, and how fear—both of loss and of missing out—better explains investor behavior. From historical return data to the role of AI in gauging market sentiment, Arnott offers a bold framework that could reshape modern finance. Tune in to rethink the foundations of modern asset pricing.

  continue reading

543 episodes

Artwork
iconShare
 
Manage episode 506512028 series 92688
Content provided by CFA Institute. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by CFA Institute or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://podcastplayer.com/legal.

Rob Arnott, founder and chairman of Research Affiliates, joins The Enterprising Investor to challenge long-held assumptions about the equity risk premium and asset allocation. Drawing on Fear, Not Risk, Explains Asset Pricing, the provocative paper he co-authored with Edward McQuarrie, Arnott explores why markets may reward investors less for traditional risk-taking than previously believed, and how fear—both of loss and of missing out—better explains investor behavior. From historical return data to the role of AI in gauging market sentiment, Arnott offers a bold framework that could reshape modern finance. Tune in to rethink the foundations of modern asset pricing.

  continue reading

543 episodes

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