Finding the Factor Alpha in REITs (EP.03)

What Works on Wall Street Podcast by Jim O'Shaughnessy

Oct 10, 201727:24Business

According to our research, the efficacy of factor signals in real estate investing has largely been upstaged by the factor revolution in the equities market. In fact, the public real estate market is uniquely inefficient...

Related Episodes

Continue listening to more episodes from What Works on Wall Street Podcast.

Helping Advisors with ESG Challenges (EP.13)

Mar 31, 2021 - 33:32

J im O'Shaughnessy and OSAM PM Travis Fairchild discuss Travis' recent paper on ESG. The discussion focus...

The Case for Small Cap Stocks

Sep 16, 2020 - 38:39

OSAM Portfolio Manager Travis Fairchild and Associate Jamie Catherwood come on to discuss their April pap...

The Factor Archives: Value (EP.11)

Feb 24, 2020 - 35:25

Price is one of the most predictive determinants of future alpha and investors have recognized this since...

The Factor Archives: Shareholder Yield (EP.10)

Dec 18, 2019 - 23:56

Although buybacks are constantly in the news, they have benefitted investors for centuries. In this episo...

The Factor Archives: Momentum (EP.09)

Dec 14, 2019 - 54:26

Momentum is rooted in human nature and behavioral biases. This episode is a little different than other W...

ESG The Right Way (EP.08)

Dec 13, 2019 - 41:07

Jim O'Shaughnessy and OSAM PM Travis Fairchild discuss Travis' recent paper on ESG . The discussion focus...

The Factor Archives: A History of Factor Investing (EP.07)

Nov 20, 2019 - 23:25

While they may not have been known by the same names, many modern investment factors have historical root...

Factors from Scratch (EP.06)

Sep 20, 2018 - 34:15

A look back, and forward, at how, when, and why factors work