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Compound Your Knowledge: Value Performance, ETF's Impact On Correlations & Liquidity

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Manage episode 236843512 series 2431123
内容由Alpha Architect提供。所有播客内容(包括剧集、图形和播客描述)均由 Alpha Architect 或其播客平台合作伙伴直接上传和提供。如果您认为有人在未经您许可的情况下使用您的受版权保护的作品,您可以按照此处概述的流程进行操作https://zh.player.fm/legal
This week Ryan and Jack discuss two posts. First, they examine a guest post by Matthew Bartolini of State Street Global Advisors, discussing the underperformance of Value and its outlook for 2019. Second, they examine a guest post by Elisabetta on a recent JPM paper examining the effects that ETFs have had on Correlations, Liquidity, and Alpha Opportunities. Paper Links: After a Lost Decade, Will Value Get its Grove Back in 2019? https://alphaarchitect.com/2018/12/11/after-a-lost-decade-will-value-get-its-groove-back-in-2019/ ETFs have NOT screwed up Correlations, Liquidity, and Alpha Opportunities https://alphaarchitect.com/2018/12/10/etfs-have-not-screwed-up-correlations-liquidity-and-alpha-opportunities/
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Manage episode 236843512 series 2431123
内容由Alpha Architect提供。所有播客内容(包括剧集、图形和播客描述)均由 Alpha Architect 或其播客平台合作伙伴直接上传和提供。如果您认为有人在未经您许可的情况下使用您的受版权保护的作品,您可以按照此处概述的流程进行操作https://zh.player.fm/legal
This week Ryan and Jack discuss two posts. First, they examine a guest post by Matthew Bartolini of State Street Global Advisors, discussing the underperformance of Value and its outlook for 2019. Second, they examine a guest post by Elisabetta on a recent JPM paper examining the effects that ETFs have had on Correlations, Liquidity, and Alpha Opportunities. Paper Links: After a Lost Decade, Will Value Get its Grove Back in 2019? https://alphaarchitect.com/2018/12/11/after-a-lost-decade-will-value-get-its-groove-back-in-2019/ ETFs have NOT screwed up Correlations, Liquidity, and Alpha Opportunities https://alphaarchitect.com/2018/12/10/etfs-have-not-screwed-up-correlations-liquidity-and-alpha-opportunities/
  continue reading

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