Description
For decades, investors and academics have assumed that the risk of a one-month investment strategy can be scaled up to estimate its long-term risk. In this episode, Omar Rachedi and Jan Sandoval examine how 160 years of data from the UK stock market show that this assumption does not hold.
Hosted on Ausha. See ausha.co/privacy-policy for more information.
Description
For decades, investors and academics have assumed that the risk of a one-month investment strategy can be scaled up to estimate its long-term risk. In this episode, Omar Rachedi and Jan Sandoval examine how 160 years of data from the UK stock market show that this assumption does not hold.
Hosted on Ausha. See ausha.co/privacy-policy for more information.
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Description
For decades, investors and academics have assumed that the risk of a one-month investment strategy can be scaled up to estimate its long-term risk. In this episode, Omar Rachedi and Jan Sandoval examine how 160 years of data from the UK stock market show that this assumption does not hold.
Hosted on Ausha. See ausha.co/privacy-policy for more information.
Description
For decades, investors and academics have assumed that the risk of a one-month investment strategy can be scaled up to estimate its long-term risk. In this episode, Omar Rachedi and Jan Sandoval examine how 160 years of data from the UK stock market show that this assumption does not hold.
Hosted on Ausha. See ausha.co/privacy-policy for more information.
Share
Embed
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