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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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
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
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
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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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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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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