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Compound Your Knowledge Ep 27: Value, Momentum, and Low Volatility

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Manage episode 258715654 series 2431123
Content provided by Alpha Architect. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by Alpha Architect 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.
In this video, we examine two articles highlighted on our site. The first article, written by Larry Swedroe, examines the Value and Momentum performance over the past two years ( highlighting great research by the AQR team). The second article, written by Nicolas Rabener, examines portfolios combining either (1) Low Volatility and Momentum or (2) Value and Momentum. Article Links: Is There Something Wrong with the Value Premium? https://alphaarchitect.com/2020/03/24/is-there-something-wrong-with-the-value-premium/ Low Volatility-Momentum Versus Value-Momentum Factor Portfolios https://alphaarchitect.com/2020/03/13/low-volatility-momentum-versus-value-momentum-factor-portfolios/ External link to the video here. https://www.youtube.com/watch?v=rIdjBO1iibk&feature=youtu.be
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60 episodes

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Manage episode 258715654 series 2431123
Content provided by Alpha Architect. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by Alpha Architect 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.
In this video, we examine two articles highlighted on our site. The first article, written by Larry Swedroe, examines the Value and Momentum performance over the past two years ( highlighting great research by the AQR team). The second article, written by Nicolas Rabener, examines portfolios combining either (1) Low Volatility and Momentum or (2) Value and Momentum. Article Links: Is There Something Wrong with the Value Premium? https://alphaarchitect.com/2020/03/24/is-there-something-wrong-with-the-value-premium/ Low Volatility-Momentum Versus Value-Momentum Factor Portfolios https://alphaarchitect.com/2020/03/13/low-volatility-momentum-versus-value-momentum-factor-portfolios/ External link to the video here. https://www.youtube.com/watch?v=rIdjBO1iibk&feature=youtu.be
  continue reading

60 episodes

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