Скачать с ютуб Sheridan Titman On His Seminal Paper on Momentum Investing and What He Has Learned Since в хорошем качестве

Sheridan Titman On His Seminal Paper on Momentum Investing and What He Has Learned Since

Momentum was a factor that many academics were very reluctant to embrace. Our guest this week, Sheridan Titman, helped to change that with his 1993 paper "Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency" that he co-wrote with Narasimhan Jegadeesh. In this interview, we discuss both his original work on momentum and what he has learned since. We also cover his research on combining value and momentum and the relationship between location and firm value, and what he thinks practitioners get wrong about academic research. We hope you enjoy the discussion. Learn More About Sheridan's research areas. https://www.mccombs.utexas.edu/Direct... ABOUT THE PODCAST Excess Returns is an investing podcast hosted by Jack Forehand (@practicalquant) and Justin Carbonneau (@jjcarbonneau), partners at Validea. Justin and Jack discuss a wide range of investing topics including factor investing, value investing, momentum investing, multi-factor investing, trend following, market valuation and more with the goal of helping those who watch and listen become better long term investors. SEE LATEST EPISODES https://www.validea.com/excess-return... FIND OUT MORE ABOUT VALIDEA https://www.validea.com FOLLOW OUR BLOG https://blog.validea.com FIND OUT MORE ABOUT VALIDEA CAPITAL https://www.valideacapital.com FOLLOW JACK Twitter:   / practicalquant   LinkedIn:   / jack-forehand-8015094   FOLLOW JUSTIN Twitter:   / jjcarbonneau   LinkedIn:   / jcarbonneau