Anomalies have returns above risk factors. In this video, Söhnke Bartram discusses three reasons why anomalies exist, and their implications. This video was recorded at the Brevan Howard Center for Financial Analysis in December 2016.
Victoria Galsband, 16 October 2012
The value anomaly – higher average returns on value as opposed to growth stocks – is a robust phenomenon on equity markets around the world. This column argues that the exposure to downside market risk can explain why value stocks outperform their growth counterparts. The key is to distinguish between 'bad' and 'good' downside market shocks.
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Baldwin, Weder di Mauro, 18 March 2020
Events
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1 - 2 April 2020 / University of Orléans (France) / LEO CNRS - University of Orléans (France)
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20 - 23 April 2020 / Guildford, Surrey, UK / University of Surrey
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23 - 23 April 2020 / Madrid, Spain / IE Business School
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23 - 24 April 2020 / Bratislava, Slovakia / National Bank of Slovakia in cooperation with CompNet
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8 - 9 May 2020 / Princeton, NJ / International Economics Section at the Department of Economics of Princeton University
