EZRA ZASK FINANCIAL CONSULTING
  • Home
  • Consulting Services
    • Flawed Decision Making Process
    • Consulting Overview
    • Experience & Expertise
    • Alternative Investments
    • Hedge Funds
    • Markets, Securities, Derivatives
    • Portfolio Management
    • Procedures, Policies, Compliance
    • Business Development
  • FinTech
    • Cryptocurrencies'
  • Blog
  • Research
    • Research
    • Links Resource Page
  • About Ezra
  • Contact Us

EZRA ZASK BLOG

Hype: the Missing "Factor"

5/9/2022

0 Comments

 
https://www.ft.com/content/75f3ed84-62ae-4cb4-947f-bd7e7559148

1t turns out that Hype is the missing factor in factor investing. With all the hype given to factor investing is turns out that "Hype" may be the most important overlooked factor. The factors that have received the most attention include Value, Small Size, Low Volatility, High Yield, Quality , and Momentum. However, as this article makes clear, hype, in the form of inclusion in a hyped up acronym (the current unfavorite being FAANG) may explain more of the difference between stocks than these factors combined. It is also noteworthy that Hype is a "behavioral" factor, having no role to play in "rational" economic actor models, giving a clear leg-up for behavioral finance model of economic decision-making.

Read More
0 Comments

Factor Investing: Taming "Factor Zoo"

9/11/2019

0 Comments

 

Read More
0 Comments

      Receive Weekly Blog

    Subscribe


    ​Ezra Zask

    Ezra Zask has over 30 years' experience in the finance and investment fields, with a focus on hedge funds, risk management, portfolio management and business development.

    Categories

    All
    Active Hedge Funds
    Alpha
    Alternative Investments
    Behavioral Finance
    Bubbles
    Cryptocurrency
    Due Diligence
    Economic Policy
    Emerging Markets
    Ezra Zask
    Factor Investing
    Fiduciary Rule
    Financial Crisis
    Financial Fraud
    FINRA
    Hedge Funds
    Inflation
    Pension Plans
    Performance
    Political Economy
    Trade War
    Valuation

Powered by Create your own unique website with customizable templates.
Photo used under Creative Commons from Rawpixel Ltd
  • Home
  • Consulting Services
    • Flawed Decision Making Process
    • Consulting Overview
    • Experience & Expertise
    • Alternative Investments
    • Hedge Funds
    • Markets, Securities, Derivatives
    • Portfolio Management
    • Procedures, Policies, Compliance
    • Business Development
  • FinTech
    • Cryptocurrencies'
  • Blog
  • Research
    • Research
    • Links Resource Page
  • About Ezra
  • Contact Us