Portfolio Management
May 2026
65 minutes

Dividend Myths That Distort Markets (w/ Sam Hartzmark) | #628

Sam Hartzmark explains dividend misconceptions, the free dividend fallacy, and how payout policies and buybacks influence investor behavior.Sam Hartzmark

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Asset Allocation
April 2026
77 minutes

Liquid Private Equity & Volatility Laundering (Owen Lamont & Randy Cohen) | #625

Owen Lamont and Randy Cohen discuss liquid private equity, public market proxies, and how investors think about concentration and bubbles.

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Crypto
March 2026
56 minutes

Richard Craib – Crowd-Sourced Alpha with Numerai (S7E28)

Craib delves into the intricacies of NumeraI, exploring its operational model and the role of the Numeraire token, crowdsourcing investment […]

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Portfolio Management
February 2026
118 minutes

Cliff Asness – Surviving the Meme Stock Bubble (Ep. 298)

Cliff Asness explains how bubbles form, why modern investing increasingly resembles gambling, and what the dot-com era can teach us […]

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Portfolio Management
November 2025
64 minutes

AQR’s Antti Ilmanen – US Exceptionalism: Growth Story or Valuation Trap? | #607

The Meb Faber Show

AQR’s Antti Ilmanen examines US exceptionalism, comparing growth drivers and valuations while outlining diversification implications for global investors.

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Portfolio Management
November 2025
57 minutes

Cliff Asness on How Markets Got Dumber in the Last 10 Years

Odd Lots

Cliff Asness discusses market efficiency’s decline, factor investing challenges, and how passive flows and narratives can distort prices.

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Portfolio Management
November 2025
74 minutes

Covered Calls: A Devil’s Bargain

Rational Reminder

This episode covers covered call strategies—popular ETFs often marketed on their distribution yields. It explains while they may promise steady […]

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Portfolio Management
September 2025
40 minutes

How should I be positioned? with Cliff Asness (AQR) and Jason Draho (UBS CIO)

UBS Market moves

Cliff Asness discusses electronic trading’s market impact, how AI is shaping investment approaches, and the current macro outlook with portfolio […]

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Portfolio Management
September 2025
56 minutes

The Underperformance of Target Date Funds

Rational Reminder

David Brown discusses target date funds, benchmarking glide paths, and the challenges of active management in retirement portfolios.

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Portfolio Management
June 2025
36 minutes

How should I be positioned? with Dan Ivascyn (PIMCO) and Jason Draho (UBS CIO)

UBS Market moves

Ivascyn and Draho walk through how to approach asset allocation in today’s market and macro environment. They also spend time […]

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Portfolio Management
June 2025
72 minutes

Rob Arnott & Cam Harvey on Passive Investing Risks, The AI Boom & Stimulus That Doesn’t Stimulate | #587

The Meb Faber Show

Rob Arnott and Cam Harvey discuss the growing risks of passive investing, factor crowding, and why active strategies may regain […]

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Portfolio Management
June 2025
49 minutes

Greg Sharenow: Inflation History, Outlook, and Hedging

Insightful Investor

Sharenow leads PIMCO’s commodity and real asset strategies. He discusses the forces driving inflation, how investors can navigate today’s evolving […]

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Portfolio Management
March 2025
74 minutes minutes

Bold Allocations at The Dietrich Foundation

Capital Allocators

Ed Grefenstette walks through The Dietrich Foundation’s approach to illiquid investments, with 90% of assets invested in venture capital and […]

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Portfolio Management
February 2025
66 minutes

Goldman Sachs’ Peter Oppenheimer on Concentration, Corrections & What To Do Next | #572

The Meb Faber Show

Peter Oppenheimer discusses the risks of market concentration, factors that could trigger a correction, and strategies for navigating late-cycle equity […]

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Markets
February 2025
65 minutes minutes

Michael Mauboussin: The One Job of an Equity Investor

Rational Reminder

Mauboussin covers capital allocation strategies, the shifting landscape of private equity, accounting challenges with intangibles and more.

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Portfolio Management
December 2024
55 minutes minutes

Eugene Fama — For Whom Is The Market Efficient?

The Joe Walker Podcast

Eugene Fama discusses the nuances of market efficiency, behavioral finance, bubbles, the housing market and more.

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Portfolio Management
November 2024
104 minutes minutes

The Old Man Yells at the Cloud

The Compound and Friends

Cliff Asness discusses the less-efficient market hypothesis, value investing, the quant world, private equity, and more

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Portfolio Management
November 2024
57 minutes minutes

John Glidden – Delta Airlines Pension Fund Turnaround

Capital Allocators

Gidden explains how he improved Delta’s funding status from 42% 13 years ago to 102% today, creating the largest corporate […]

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Portfolio Management
September 2024
65 minutes

David Salem – Investment Wisdom from the Owner’s Box

Capital Allocators

Salem, the founding president and CIO of TIFF, shares principles that guide successful investment strategies, lessons from investing greats, and […]

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Portfolio Management
September 2024
132 minutes

RWH049: Crushing The Market Over 50 Years w/ Jay Bowen

We Study Billionaires

Bowen explains how he & his late father generated an annualized return of 14.4% over 50 years & a cumulative […]

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Portfolio Management
August 2024
62 minutes

Challenging “Stocks for the Long Run” with Jason Buck

Excess Returns

Jason Buck explaining why the impressive historical returns of the US stock market may be an outlier, the importance of […]

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Portfolio Management
June 2024
94 minutes

#26 – Rob Arnott: Quant Investing, Asset Class Outlook

The Insightful Investor

Rob Arnott talks about quant investing, the outlook for various asset classes, rebalancing alpha & more.

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Portfolio Management
May 2024
68 minutes

Cliff Asness – Simple Investing is Hard

Capital Allocators

AQR’s Cliff Asness discusses regime changes in factors, handling difficult periods for performance, serving on investment committees and more.

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Quantitative Investing
May 2024
95 minutes

Jim O’Shaughnessy

Masters in Business

Jim O’Shaughnessy talks about his career, quantitative investing, and why AI will impact everything from art to stocks.

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Portfolio Management
March 2024
58 minutes

Value Investing, Inflation and Expected Returns with Rob Arnott

Excess Returns

Rob Arnott discusses investing in a high inflation world, factor timing, AI, value investing & more.

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Wealth Management
March 2024
70 minutes

Quick Drop: Wes Gray – Talking about BOXX, creating an ETF, and more

The Business Brew

Alpha Architect’s Wes Gray talks about the BOXX ETF, how he helps people start their own ETFs, why value & […]

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Portfolio Management
February 2024
51 minutes

Andrew Slimmon

Masters in Business

Morgan Stanley Investment Management’s Andrew Slimmon gives a masterclass on quantitative investing and why “the macro changes, but behaviors don’t.“

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Portfolio Management
January 2024
61 minutes

Rob Arnott: ’24 will be ‘a year of living dangerously’ but find the values

Money Life with Chuck Jaffe

From 16:00 – 34:30, Research Affiliates’ Rob Arnott shares his expectations for 2024 and why he believes it’s a great time […]

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Portfolio Management
December 2023
49 minutes

Nicolai Tangen – Overseeing the Largest Sovereign Wealth Fund

Capital Allocators

Nicolai Tangen oversees the $1.3 trillion Norwegian Sovereign Wealth Fund. In this episode, he discusses the history of the Norwegian […]

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Portfolio Management
December 2023
65 minutes

Financing Biotech: Portfolio Theory and Netflix-Inspired Models

The Bioverge Podcast

MIT Professor of Finance Andrew Lo discusses his application of portfolio theory to address the challenges of funding drug development. […]

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Portfolio Management
December 2023
58 minutes

Different Perspectives And Different Assets At Rice University

Capital Allocators

Allison Thacker serves as the CIO for Rice University’s $8 billion endowment. She discusses her experience as both a direct […]

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Portfolio Management
November 2023
58 minutes

The Age of Prediction | Igor Tulchinsky and Chris Mason

The James Altucher Show

WorldQuant CEO Igor Tulchinsky and geneticist Christopher Mason discuss topics from their new book, ‘The Age of Prediction.’ They discuss […]

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Portfolio Management
November 2023
39 minutes

Talking Investing Lessons with Cliff Asness (Ep. 55)

Facts vs Feelings

Cliff Asness discusses market bubbles, the combination of value and momentum factors, the parallels between between decision-making in sports and […]

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Portfolio Management
October 2023
67 minutes

S6E10: A Detailed Dive Into Low Volatility Investing

Flirting with Models

Robeco’s Head of Conservative Equities talks about conservative investing, the low volatility anomaly, and the intricacies of running a low […]

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Portfolio Management
October 2023
50 minutes

Big Market Delusions

The Compound and Friends

Rob Arnott shares lessons from the tech bubble, how AI may impact the economy and markets, smart beta, and more.

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Portfolio Management
September 2023
41 minutes

A conversation with Renaissance Technologies CEO Peter Brown

Exchanges

In a rare interview with Peter Brown, he discusses his career, how the firm navigated market crises, and how computer […]

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Portfolio Management
September 2023
55 minutes

Modern Endowment Model At Partners Capital

Capital Allocators

Miranda is the founder of a $50 billion OCIO. He discusses the evolution of the endowment model, the management selection […]

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Portfolio Management
September 2023
58 minutes

The Opportunity in Emerging Markets with AQR’s Dan Villalon

Excess Returns

Villalon discusses the potential benefits of international diversification and why international stocks look particularly attractive today.

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Portfolio Management
June 2023
48 minutes

Why UK Value Stocks Are Still the Trade of the Decade

Merryn Talks Money

Starting at 11:00, Rob Arnott discusses inflation dynamics and what history suggests may happen from here, the UK stock market […]

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Portfolio Management
March 2023
113 minutes

Cliff Asness on Quant Value Investing

Masters in Business

Cliff Asness shares why he likes the combining value and momentum, why sometimes it’s fine to sin a little, why […]

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Portfolio Management
March 2023
40 minutes

Money Talks: The king of quants

Money Talks from The Economist

Cliff Asness shares why he believes investors are still under diversified, how he’s able to handle times when strategies underperform, […]

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Portfolio Management
February 2023
78 minutes

Prof. Robert C. Merton: ICAPM, Retirement, and Models in Finance

Rational Reminder

Nobel Laureate Robert Merton shares his framework for analyzing a retirement account, his opinions on various financial models and theories, and […]

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Portfolio Management
January 2023
63 minutes

Cliff Asness — FTX, Hedge Funds and the Value Spread

Infinite Loops

AQR’s Cliff Asness shares his thoughts on the FTX fiasco, what it was like shorting AMC and having retail investors […]

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Portfolio Management
October 2022
53 minutes

Jason Draho

Behind The Markets Podcast

Draho is the Head of Asset Allocation Americas for UBS.  He discusses the overall macro environment, the effects of stagflation, and […]

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Portfolio Management
October 2022
58 minutes

Low Volatility Investing and the Conservative Formula with Pim van Vliet

Excess Returns

Pim van Vliet is the Head of Conservative Equities and Quantitative Equities at Robeco. He discusses his research into low volatility stocks, […]

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Portfolio Management
September 2022
81 minutes

Antti Ilmanen – Unexpected Returns (S5E8)

Flirting with Models

AQR’s Antti Ilmanen discusses the tough decade for trend-following (until this year), comparing trend-following & put hedging strategies, and his research […]

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Portfolio Management
August 2022
61 minutes

#1069 Adam Kurkiewicz On How To Invest Like The Best Performing Endowment

The Pomp Podcast

Kurkiewicz provides a great glimpse into the Washington U. endowment’s pursuit of high returns and willingness to look different from their […]

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Portfolio Management
July 2022
57 minutes

Ashvin Chhabra – The Aspirational Investor

Value Investing with Legends

Chhabra is the CIO of Jim Simons family office. He discusses chaos theory & markets, how he developed the Wealth Allocation […]

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Portfolio Management
July 2022
61 minutes

Aneet Chachra – Surfing Flow for Fun and Profit (S5E4)

Flirting with Models

Janus Henderson fund manager Aneet Chachra walks through his role running flow-based strategies, what opportunities exist today given the current […]

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Portfolio Management
June 2022
100 minutes

Jason Josephiac on Portable Alpha, Risk Mitigation and the Future of Investing

Resolve Riffs Investment Podcast

Meketa’s Jason Josephiac shares his framework for asset allocation, why he believes hedge funds aren’t an asset class, and how […]

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Portfolio Management
June 2022
57 minutes

Cliff Asness: Value Stocks Still Look Like a Bargain

The Long View

AQR’s Cliff Asness touches on different approaches to invest in a world of low expected returns, why he’s still ‘the value […]

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Portfolio Management
May 2022
103 minutes

Gerard O’Reilly: Deep Dive with Dimensional’s co-CEO & CIO

Rational Reminder

Gerard O’Reilly is the Co-CEO and CIO of Dimensional Fund Advisors (DFA). He discusses: • The firm’s research-based culture and […]

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Portfolio Management
April 2022
44 minutes

Why Quant is the Future – With Leda Braga, CEO & Founder of Systematica

Money Maze

Braga is the CEO of Systematica, a systematic trend-following hedge fund, and nicknamed “the queen of quants” and. She discusses: • The gender […]

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Portfolio Management
March 2022
50 minutes

Andrew Miller: ‘No Index Is Truly Passive’

Andrew Miller discusses building resilient financial plans, the difference between risk tolerance and risk capacity, and why index investing still […]

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Portfolio Management
February 2022
50 minutes

Andrew Lo: Finding the Perfect Portfolio–a ‘Never-Ending Journey’

Andrew Lo discusses the evolution of portfolio theory, how adaptive markets shape portfolio design, and what automation means for the […]

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Portfolio Management
January 2022
72 minutes

Mark Yusko on the Right Asset Allocation, Avoiding Crypto Scams and 2022 Trades

Mark Yusko discusses portfolio allocation using the endowment model, innovation as an asset class, and a practical framework for evaluating […]

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Portfolio Management
December 2021
55 minutes

Rethinking Risk & Return with Cliff Asness

Cliff Asness discusses forward return expectations, stock-bond diversification risks, and the evolving roles of private equity modeling and AI in […]

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Portfolio Management
October 2021
109 minutes

Meb Faber — Quant Savant

Meb Faber discusses global diversification, trend following strategies, and lessons from decades of studying diverse investment approaches.

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Portfolio Management
October 2021
52 minutes

Balancing Return and Risk in Factor Investing with Harin de Silva

Wells Fargo’s Harin de Silva discusses dynamic multi-factor investing, integrating risk and return, and challenges facing value and traditional factors.

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Portfolio Management
September 2021
54 minutes

Gregg Fisher on the Future of Value, Investing in Innovation and Lessons From 20+ Years as a Quant

Gregg Fisher discusses the future of value investing, why dividend strategies may disappoint, and how investor behavior creates opportunities for […]

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Portfolio Management
September 2021
90 minutes

Researching the Risks of Return Stacking with Corey Hoffstein & Rodrigo Gordillo

Corey Hoffstein and Rodrigo Gordillo discuss return stacking, how layered exposures can boost capital efficiency, and the trade offs around […]

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Portfolio Management
September 2021
65 minutes

Scott Malpass – Building a Great Endowment

Scott Malpass discusses identifying exceptional investors, building institutions capable of sustained excellence, and how major asset classes have evolved over […]

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Portfolio Management
July 2021
62 minutes

Roxton McNeal – Liability-Driven Investing (S4E11)

Roxton McNeal discusses liability driven investing, how glide paths and tactically shifting risk can work, and the role of tail […]

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Portfolio Management
July 2021
56 minutes

Jeremy Grantham – GMO (Manager Meetings, EP.01)

Jeremy Grantham discusses climate change solutions, the state of American capitalism, and why today’s market bubble and inflation risks look […]

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Portfolio Management
July 2021
55 minutes

Rob Arnott on Inflation, Bubbles and the Future of Value Investing

Rob Arnott discusses inflation risks, how to identify asset bubbles, and why value investing’s struggles may not be explained by […]

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Portfolio Management
June 2021
105 minutes

Jason Buck – Survive Like A Cockroach

Mutiny Funds’ Jason Buck discusses hedging entrepreneurial risk, lessons from the financial crisis, and building the all-weather Cockroach Portfolio.

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Portfolio Management
April 2021
84 minutes

Robert Arnott on Global Asset Management

Robert Arnott discusses factor investing, rethinking traditional market-cap indexing, and how valuation-driven strategies can reshape portfolio construction.

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Portfolio Management
March 2021
60 minutes

Bridgeway Founder John Montgomery On Their Unique Culture and Lessons From a 25+ Year Career in Quant Investing

John Montgomery discusses Bridgeway’s philanthropic culture, building quantitative factor models, and lessons from managing systematic strategies.

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Portfolio Management
February 2021
67 minutes

Jeremy Grantham — A Historic Market Bubble

GMO’s Jeremy Grantham discusses signs of market bubbles, retail-driven speculation, and long-term implications of demographics and productivity.

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Portfolio Management
February 2021
75 minutes

Ben Inker on Value and Asset Allocation

GMO’s Ben Inker discusses asset allocation strategy, valuation-driven portfolio construction, and navigating long-term market cycles.

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Portfolio Management
January 2021
52 minutes

The Important Lesson a Quant Manager Learned in 2020

Corey Hoffstein discusses trend following and momentum in 2020’s crash and recovery, and what the turbulence revealed about market structure.

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Portfolio Management
January 2021
85 minutes

Jeremy Grantham’s Big Calls: Emerging Markets, Venture Capital, and the Green Revolution

Jeremy Grantham discusses today’s distinct market bubble, limited public equity opportunities, and the case for emerging markets and climate-focused venture […]

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Portfolio Management
December 2020
74 minutes

Jim Leitner On Growth vs Value, Digital Options And Bitcoin

Jim Leitner discusses growth versus value rotations, structural tech trends and 60/40 risks, digital options and Bitcoin within today’s macro […]

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Portfolio Management
December 2020
50 minutes

John-Mark Piampiano, Founder and CIO, Engineered Portfolios

John-Mark Piampiano discusses evolving equity options market structure, tighter bid-ask spreads and trading technology, and managing tail risk in shifting […]

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Portfolio Management
November 2020
73 minutes

The Portfolio Puzzle of Our Lifetime

Bob Haber and Cambria’s Meb Faber discuss high starting valuations and low bond yields, equity return expectations, and portfolio diversification […]

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Portfolio Management
November 2020
43 minutes

Michael Mauboussin On Valuing Intangible Assets

Michael Mauboussin discusses valuing intangible assets, rethinking book value in modern businesses, and refining intrinsic value analysis for today’s investors.

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Portfolio Management
October 2020
67 minutes

The Interview – The Big Changes Coming for Major Asset Classes.

GMO’s Ben Inker discusses post-COVID asset allocation, the future of 60/40 portfolios in a low-rate world, and valuation challenges across […]

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Portfolio Management
October 2020
54 minutes

Scott Wilson – Concentrated Investing at Washington University-St. Louis

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Portfolio Management
September 2020
100 minutes

ReSolve Riffs with Jason Buck on Slaying Dragons and Tail Risk

Jason Buck discusses crisis alpha strategies, defining tail events and portfolio risks, and structuring tail protection within a diversified portfolio.

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Portfolio Management
September 2020
39 minutes

The Case for Small Cap Stocks

OSAM’s Travis Fairchild and Jamie Catherwood discuss their paper on the historic opportunity in small cap stocks and the data […]

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Portfolio Management
August 2020
60 minutes

Jay Pelosky, Co-Founder and CIO, TPW Investment Management

TPW’s Jay Pelosky discusses emerging market crises, a tri-polar global framework and positioning portfolios amid low yields and election risk.

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Portfolio Management
August 2020
45 minutes

Ep. 896: Tim Koller Interview with Michael Covel on Trend Following Radio

McKinsey’s Tim Koller discusses corporate valuation, capital allocation and applying financial theory to strategy, M&A and long-term value creation.

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Portfolio Management
August 2020
60 minutes

Rob Arnott of Research Affiliates – Suggestions For Today’s Market

Rob Arnott discusses potential market bubbles, why value may outshine growth, and the vulnerabilities of the traditional 60/40 portfolio.

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Portfolio Management
August 2020
54 minutes

Two Centuries: Mikhail Samonov on 195 years of value returns and crashes with Tobias Carlisle on The Acquirers Podcast

Mikhail Samonov discusses systematic equity investing, multi-asset and alternative factor strategies, and building an asset management firm focused on disciplined […]

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Portfolio Management
July 2020
61 minutes

Cliff Asness – “…But Not So Open Your Mind Falls Out” (S3E13)

AQR’s Cliff Asness discusses lessons from the dotcom bubble, sticking with factor investing, and how his views have evolved over […]

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Portfolio Management
July 2020
58 minutes

Lars Kestner: The Intrepid Quant

Lars Kestner discusses portfolio construction across diverse strategies, limits of diversification, and replicating CTA positioning to better understand market risk.

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Portfolio Management
July 2020
44 minutes

Dr. William Bernstein: Praying for a Bear Market

William Bernstein discusses market history and theory, investor overconfidence and risk discipline, and the role of small-cap value in portfolios.

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Portfolio Management
July 2020
23 minutes

Three Approaches to Asset Allocation

Christine Benz discusses retirement portfolio construction, comparing permanent and three-fund approaches, and weighing tradeoffs of adaptive allocation strategies.

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Portfolio Management
July 2020
63 minutes

Michael Hunstad – Institutional Trends in Factor Investing (S3E9)

Northern Trust’s Michael Hunstad discusses institutional factor adoption, multi-factor portfolio design, and managing unintended risks within quantitative equity strategies.

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Portfolio Management
July 2020
55 minutes

Jim Masturzo – Tactical Asset Allocation

Research Affiliates’ Jim Masturzo discusses capital market assumptions, mean reversion in equity forecasts, and blending quantitative and qualitative inputs in […]

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Portfolio Management
July 2020
26 minutes

48: Research Affiliates’ Rob Arnott – The Value Factor

Research Affiliates’ Rob Arnott discusses value’s recent struggles, intangible assets in valuation, and factor investing amid crisis and stimulus-driven markets.

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Portfolio Management
July 2020
71 minutes

K.C. Hamann – Quantifying Conviction

K.C. Hamann discusses behavioral biases in discretionary stock picking, modeling conviction through 13F filings, and treating hedge funds as survival-driven […]

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Portfolio Management
June 2020
95 minutes

324: Former Public Pension Chairman Marc Levine On Investing During The Pension Crisis

Marc Levine discusses runaway pension liabilities, Illinois’ systematic turnaround, tech overweighting, and the case for Bitcoin in pension portfolios.

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Portfolio Management
June 2020
69 minutes

E1080: Arlan Hamilton on launching Backstage Crowd, disrupting VC with syndicates, how the tech industry can be better for underrepresented founders & more

Arlan Hamilton discusses launching Backstage Crowd, disrupting venture capital through syndicates, and expanding access for underrepresented founders in tech.

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Portfolio Management
June 2020
70 minutes

Interview: Timeless Investing and Life Lessons with Jim O’Shaughnessy

Jim O’Shaughnessy discusses value’s recent struggles, evolving quantitative strategies while staying true to core principles, and the role of investor […]

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Portfolio Management
June 2020
34 minutes

Pin the Tail Risk on the Quant

Meb Faber discusses tail-risk hedging strategies, the thinking behind Cambria’s TAIL ETF, and his perspective on today’s volatile markets.

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Portfolio Management
June 2020
75 minutes

Chris Sommers – Adventures at Sea

Chris Sommers discusses sailing the world without experience, lessons from Greenlight Capital, and his perspective on shorting Lehman in 2008.

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Portfolio Management
June 2020
35 minutes

Nancy Davis: How can investors hedge against inflation?

Nancy Davis discusses hedging interest rate and inflation risks through her fund’s design, and the challenges of entrepreneurship in asset […]

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Portfolio Management
June 2020
50 minutes

Cat of Nine Tails: How Mutiny Fund Harnesses Ensembles to Hedge Many Tails at Once

Jason Buck discusses ensemble tail hedging, the Dragon Portfolio framework, and sizing crisis protection within broader portfolio construction.

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Portfolio Management
June 2020
71 minutes

Jeremy Grantham – An Uncertain Crisis

Jeremy Grantham discusses the current market crisis, long-term asset allocation forecasts, and opportunities in natural resource and commodity investing.

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Portfolio Management
May 2020
57 minutes

Prof. Ken French: Expect the Unexpected

Professor Ken French discusses asset pricing models and equity premiums, passive versus active investing, and home-country bias and sustainable strategies.

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Portfolio Management
May 2020
62 minutes

ReSolve Riff’s on The Great Tail Protection Debate

ReSolve Asset Management’s team debates tail protection strategies, diversification limits, and the behavioral challenges of maintaining long-term hedges.

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Portfolio Management
April 2020
53 minutes

Cliff Asness from AQR: The Impact of Stories, Behaviour and Risk

Cliff Asness discusses market efficiency and value investing, portfolio construction across factors, and applying data-driven thinking to risk and decision-making.

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Portfolio Management
April 2020
57 minutes

James Montier on Fear and Investment

James Montier discusses behavioral investing pitfalls, asset allocation through a value lens, and avoiding the mistakes investors inflict on themselves.

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Portfolio Management
April 2020
80 minutes

Ben Inker – Value Investing at GMO

Ben Inker discusses asset allocation through a value lens, the headwinds facing value strategies, and lessons allocators can draw from […]

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Portfolio Management
April 2020
32 minutes

The Only Black Swans with William Bernstein

William Bernstein discusses placing the current market crash in historical context, drawing lessons from past crises and investor behavior.

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Portfolio Management
March 2020
48 minutes

Small Activist: Jeff Gramm on small and microcap activism, Columbia GSB, and distressed hedge funds with Tobias Carlisle on The Acquirers Podcast

Jeff Gramm discusses shareholder activism, corporate governance failures, and balancing investor influence with long-term business stewardship.

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Portfolio Management
March 2020
56 minutes

Asset Allocation, AI, and the Alpha Process with Resolve Asset Management

The Derivative’s Resolve Asset Management founders discuss systematic global allocation, structural market inefficiencies, and blending trend, carry, and machine learning […]

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Portfolio Management
February 2020
100 minutes

Staging a Market Mutiny with Jason Buck and Taylor Pearson of Black Pearl

Black Pearl’s Mutiny founders discuss long volatility and tail risk protection, multi-manager VIX strategies, and why markets remain structurally short […]

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Portfolio Management
February 2020
35 minutes

The Factor Archives: Value

The Derivative touches on price as a driver of future returns, the evolution of value investing, and why discounted equities […]

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Portfolio Management
February 2020
100 minutes

Chris Schindler: The Alternative to Alternative Risk Premia

Chris Schindler discusses maximizing investment breadth, the evolution of Alternative Risk Premia, and building uncorrelated portfolio strategies beyond traditional indexing.

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Portfolio Management
February 2020
60 minutes

Episode 018: Paul Merriman, host Rick Ferri

Paul Merriman discusses index investing, asset allocation strategies, and the thinking behind his Ultimate Buy-and-Hold and 2 Funds for Life […]

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Portfolio Management
January 2020
68 minutes

S8 E2 David Rosenberg, Chief Economist – Rosenberg Research

David Rosenberg discusses macroeconomic cycles, financial market risks, and his current outlook with DoubleLine’s Jeffrey Sherman and Samuel Lau.

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Portfolio Management
January 2020
53 minutes

Andy Redleaf, Principal, Park Financial Group

Andy Redleaf discusses the 1987 crash, structural market fragility from derivatives, and lessons from exploiting mispricings across credit and volatility […]

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Portfolio Management
January 2020
58 minutes

S8 E1 – Talking Markets 2020

DoubleLine’s Jeffrey Sherman, Samuel Lau and Jeffrey Mayberry review 2019 markets and share their 2020 outlook across equities and fixed […]

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Portfolio Management
January 2020
24 minutes

The Factor Archives: Shareholder Yield

Jim and Jamie discuss capital allocation’s link to returns, the history of dividends and buybacks, and government-mandated repurchase programs.

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Portfolio Management
December 2019
65 minutes

#31: Rob Arnott On Engineering A Better Index

Rob Arnott discusses his evolution in quantitative investing, founding Research Affiliates, and developing alternative indexing strategies to improve traditional passive […]

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Portfolio Management
November 2019
23 minutes

The Factor Archives: A History of Factor Investing

Jim O’Shaughnessy discusses the centuries-old roots of modern investment factors and what history teaches about persistent drivers of returns.

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Portfolio Management
November 2019
52 minutes

Steve Rattner – Overseeing Michael Bloomberg’s Family Office

Steve Rattner discusses managing Bloomberg’s family office, lessons from public service and private equity, and his views on China and […]

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Portfolio Management
November 2019
15 minutes

Exposing The Big Lie About Stock Buybacks

Ed Yardeni discusses interpreting economic data, misconceptions around share buybacks, and what alternative indicators suggest about current market narratives.

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Portfolio Management
October 2019
91 minutes

Gregory Zuckerman on the Quant Revolution

Gregory Zuckerman discusses Jim Simons and the quant revolution, hedge fund culture, and the evolution of data-driven investing on Wall […]

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Portfolio Management
October 2019
23 minutes

Who Is On the Other Side?

Annie Duke and AQR’s Toby Moskowitz discuss decision-making under uncertainty, separating skill from luck, and understanding counterparties in factor investing.

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Portfolio Management
September 2019
52 minutes

Episode 013: Dr. Bill Bernstein, host Rick Ferri

William Bernstein discusses modern portfolio theory and asset allocation, economic history’s lessons for investors, and the case for broad diversification.

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Portfolio Management
August 2019
53 minutes

Rob Arnott: Don’t Sleep on Value Investing

Rob Arnott discusses fundamental indexation and smart beta, challenging traditional cap-weighted benchmarks, and the research behind alternative portfolio construction.

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Portfolio Management
August 2019
58 minutes

Market Fox: Daniel Grioli talks about switching from allocator to manager to Tobias Carlisle on The Acquirers Podcast

Daniel Grioli gives an allocator’s view on what separates successful and unsuccessful investors and applying those lessons to his own […]

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Portfolio Management
August 2019
67 minutes

Jim O’Shaughnessy – What Works on Wall Street

Jim O’Shaughnessy discusses behavioral biases in investing, challenges facing value strategies, and psychological risks in active and passive approaches.

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Portfolio Management
July 2019
60 minutes

Eric Sorensen – How Quant Evolves

Eric Sorensen discusses the evolution of quantitative equity investing, risk premia and portfolio construction, and the future of systematic research.

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Portfolio Management
July 2019
53 minutes

James Montier: ‘How Do I Get Paid for Owning This Asset?’

James Montier discusses behavioral investing principles, value investing frameworks, and strategic asset allocation through a contrarian lens.

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Portfolio Management
July 2019
76 minutes

Ash Williams – Florida SBA’s Reigning Chief

Ash Williams discusses overseeing Florida’s $200 billion pension, modernizing asset allocation and compensation, and balancing politics with active and passive […]

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Portfolio Management
July 2019
40 minutes

Talk Your Book: Global Factor Investing

Invesco’s Vincent De Martel discusses institutional adoption of global factor investing and what evolving demand means for the strategy’s future.

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Portfolio Management
July 2019
78 minutes

Sam Sicilia – Seizing on a Long Time Horizon at HostPlus

Sam Sicilia discusses leveraging a long time horizon at HostPlus, infrastructure and private markets investing, and governance in managing a […]

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Portfolio Management
June 2019
65 minutes

Andrew Ang Discusses Asset Management

BlackRock’s Andrew Ang discusses factor-based investing, asset allocation across equities and fixed income, and applying systematic strategies in modern portfolios.

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Portfolio Management
June 2019
30 minutes

Research Triangle

Rob Arnott assesses global market conditions, bubble risks in a negative-rate era, and the implications of indexation and deficit spending.

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Portfolio Management
June 2019
50 minutes

Katherine Glass-Hardenbergh – All About Alternative Data

Katherine Glass-Hardenbergh discusses alternative data in systematic investing, practical implementation challenges, and how new datasets inform fundamentally driven quant strategies.

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Portfolio Management
June 2019
36 minutes

Andrea Schaffer – Tax-Smart Investing: Strategies to Minimize Tax Burden and Grow Wealth

Andrea Schaffer discusses opportunity zones, their tax planning mechanics, and how they intersect with social responsibility considerations.

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Portfolio Management
June 2019
47 minutes

Harley Bassman, The Convexity Maven

Harley Bassman discusses interest rate volatility, convexity and the MOVE index, and how central banks shape global disinflation dynamics.

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Portfolio Management
June 2019
78 minutes

Jason Thomson – The Growth Factor

Jason Thomson discusses concentrated growth investing, evolving CANSLIM research, and managing risk and position sizing within a discretionary portfolio framework.

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Portfolio Management
June 2019
71 minutes

What Works: Investor, Entrepreneur and Author Jim O’Shaughnessy talks to Tobias Carlisle on The Acquirers Podcast

O’Shaughnessy Asset Management’s Jim O’Shaughnessy discusses quantitative value investing, lessons from What Works on Wall Street, and building systematic strategies […]

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Portfolio Management
May 2019
67 minutes

Benn Eifert – Volatility Investing

Benn Eifert discusses volatility investing, relative value frameworks, and evaluating option strategies amid market structure shifts and high-profile blowups.

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Portfolio Management
May 2019
25 minutes

Momentum

AQR’s Cliff Asness and Alpha Architect’s Wes Gray discuss momentum investing, why it works, and common misconceptions around the factor.

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Portfolio Management
April 2019
83 minutes

Joshua Miller Discusses the Hot Hand Phenomenon

Joshua Miller discusses the hot hand fallacy, behavioral biases in interpreting randomness, and implications for decision-making under uncertainty.

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Portfolio Management
March 2019
84 minutes

Roger Ibbotson Discusses the History of Finance

Roger Ibbotson discusses empirical asset pricing research, the concept of popularity in markets, and bridging classical and behavioral finance.

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Portfolio Management
March 2019
43 minutes

Manny Friedman – EJF on Economic Opportunity Zones

Manny Friedman discusses Economic Opportunity Zones, tax-driven capital reallocation, and the potential benefits and pitfalls of the bipartisan initiative.

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Portfolio Management
February 2019
73 minutes

Chris Ailman – CalSTRS’ Venerable CIO

Chris Ailman discusses managing CalSTRS’ $220B portfolio, governance challenges in public pensions, and long-term asset allocation including private equity and […]

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Portfolio Management
January 2019
42 minutes

RT19: Who actually learned from the last financial crisis? ft. Andrew Lo & Sol Waksman

Andrew Lo and Sol Waksman discuss politics’ impact on markets, trend following strategies, and the evolving role of cryptocurrency for […]

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Portfolio Management
December 2018
69 minutes

Jeremy Grantham Discusses Sustainable Investment

Jeremy Grantham discusses long-term market valuations, asset bubbles and reversion to the mean, and the intersection of investing and environmental […]

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Portfolio Management
October 2018
34 minutes

Factors from Scratch

What Works on Wall Street Podcast discusses how factors were discovered, why they have historically worked, and what may drive […]

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Portfolio Management
September 2018
17 minutes

Superstar Investors

AQR’s team examines Buffett, Gross, Soros and Lynch, exploring whether common investment themes can help explain their standout long-term track […]

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Portfolio Management
August 2018
22 minutes

Active versus Passive

Jack Bogle and AQR’s Cliff Asness debate indexing versus active management, exploring costs alpha and the enduring case for each […]

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Portfolio Management
August 2018
24 minutes

Face the Factors

AQR’s team explains investment factors, how they drive returns, and how investors might think about incorporating them into portfolios.

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Portfolio Management
July 2018
76 minutes

Robert Arnott Discusses the Process Behind Research Affiliates

Robert Arnott discusses alternative indexation, innovative asset allocation strategies, and the research insights that challenge traditional market cap benchmarks.

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