PLAY PODCASTS
When Equity Factors Drop Their Shorts

When Equity Factors Drop Their Shorts

Financial Analysts Journal · CFA Institute

October 16, 20204m 19s

Audio is streamed directly from the publisher (traffic.libsyn.com) as published in their RSS feed. Play Podcasts does not host this file. Rights-holders can request removal through the copyright & takedown page.

Show Notes

A summary of "When Equity Factors Drop Their Shorts" by David Blitz, Guido Baltussen, and Pim van Vliet, published in the Fourth Quarter 2020 issue of the Financial Analysts Journal.

Summary http://www.cfainstitute.org/en/research/financial-analysts-journal/2020/when-equity-factors-drop-their-shorts