Helping Advisors with ESG Challenges (EP.13)
Helping Advisors with ESG Challenges (EP.13)
Jim O’Shaughnessy and OSAM PM Travis Fairchild discuss Travis’ recent paper on ESG. The discussion focuses on using Cus... Read more
31 Mar 2021
•
33mins
The Case for Small Cap Stocks
The Case for Small Cap Stocks
OSAM Portfolio Manager Travis Fairchild and Associate Jamie Catherwood come on to discuss their April paper titled ‘The ... Read more
16 Sep 2020
•
38mins
The Factor Archives: Value (EP.11)
The Factor Archives: Value (EP.11)
Price is one of the most predictive determinants of future alpha and investors have recognized this since the first valu... Read more
24 Feb 2020
•
35mins
The Factor Archives: Shareholder Yield (EP.10)
The Factor Archives: Shareholder Yield (EP.10)
Although buybacks are constantly in the news, they have benefitted investors for centuries. In this episode, Jim and Jam... Read more
18 Dec 2019
•
23mins
The Factor Archives: Momentum (EP.09)
The Factor Archives: Momentum (EP.09)
Momentum is rooted in human nature and behavioral biases. This episode is a little different than other WWoWS episodes, ... Read more
14 Dec 2019
•
54mins
ESG The Right Way (EP.08)
ESG The Right Way (EP.08)
Jim O’Shaughnessy and OSAM PM Travis Fairchild discuss Travis’ recent paper on ESG. The discussion focuses on the right ... Read more
13 Dec 2019
•
41mins
The Factor Archives: A History of Factor Investing (EP.07)
The Factor Archives: A History of Factor Investing (EP.07)
While they may not have been known by the same names, many modern investment factors have historical roots stretching ba... Read more
20 Nov 2019
•
23mins
Factors from Scratch (EP.06)
Factors from Scratch (EP.06)
A look back, and forward, at how, when, and why factors work
20 Sep 2018
•
34mins
Negative Equity, Veiled Value, and the Erosion of Price-to-Book (EP.05)
Negative Equity, Veiled Value, and the Erosion of Price-to-Book (EP.05)
The price-to-book ratio has a problem. Accounting distortions are causing record numbers of U.S. companies to report ne... Read more
8 May 2018
•
32mins
A Returns-Based Approach for Allocating U.S. Microcap into Equities Portfolios (EP.04)
A Returns-Based Approach for Allocating U.S. Microcap into Equities Portfolios (EP.04)
“Traditional” asset allocation favors capacity-based frameworks that are overly-reliant on flawed market cap-weighted i... Read more
1 Dec 2017
•
23mins