Guest:

Andrew Lo - the Charles E. and Susan T. Harris Professor at the MIT Sloan School of Management and director of the MIT Laboratory for Financial Engineering. He’s going to talk to us about his book Adaptive Markets: Financial Evolution at the Speed of Thought, which has been shortlisted for the 2017 Financial Times and McKinsey Business Book of the Year Award

Behind the Markets Podcast: Andrew Lo

In this week’s video, we discuss two articles examining (1) why Enterprise Multiples explain stock returns and (2) Asset allocation (and factor allocation).
--
Article Links:

Why Do Enterprise Multiples Predict Expected Stock Returns?
alphaarchitect.com/2020/01/21/ente…-stock-returns/

Asset Allocation vs. Factor Allocation—Can We Build a Unified Method?
alphaarchitect.com/2019/12/30/asse…unified-method/

Compound Your Knowledge Ep 24: Enterprise Multiples, Asset Allocation & Factor Models

The Alpha Architect mission is to empower investors through education.

Compound Your Knowledge Ep 24: Enterprise Multiples, Asset Allocation & Factor Models

Alpha Architect

Related tracks