Скачать или смотреть Why Do Investment Factor Premiums Persist?

Have you ever wondered why certain investment factors consistently outperform the market over time? This video delves into the enduring mystery of factor premiums, exploring the fundamental reasons behind their persistent presence in financial markets.

In this insightful discussion, we uncover the core explanations for factor premium persistence:
► Understanding that factor premiums often compensate investors for taking on specific, un-diversifiable risks, making them a rational component of long-term returns.
► Exploring how behavioral biases among investors can lead to mispricings that create opportunities for factor-based strategies.
► Examining the role of structural market imperfections and limits to arbitrage, which prevent these premiums from being fully arbitraged away.
► Highlighting the debate between risk-based versus behavioral explanations, and how both likely contribute to factor longevity.


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