17 min listen
Interview: Bridging Academic Research and Real World Investing with Professor Partha Mohanram
FromExcess Returns
Interview: Bridging Academic Research and Real World Investing with Professor Partha Mohanram
FromExcess Returns
ratings:
Length:
62 minutes
Released:
Aug 30, 2020
Format:
Podcast episode
Description
In this episode we are joined by Professor Partha Mohanram. Professor Mohanram is the John H. Watson Chair in Value Investing at the Rotman School at the University of Toronto. His paper "Separating Winners from Losers among Low Book-to-Market Stocks using Financial Statement Analysis" is also the basis for one of the quantitative models we run on Validea. In this interview, we cover a wide range of topics based on Professor Mohanram's research, including:
- The criteria of his G Score strategy
- Whether accounting standards should change to account for intangible assets
- The balance between quality and value in portfolio construction
- Separating winners from losers in Financial stocks
- Whether investors can profit from information on Twitter
FOLLOW PROFESSOR MOHANRAM ON TWITTER
https://twitter.com/pmohanram
PROFFESSOR MOHANRAM'S RESEARCH
https://www.rotman.utoronto.ca/FacultyAndResearch/Faculty/FacultyBios/Mohanram
ABOUT THE PODCAST
Excess Returns is an investing podcast hosted by Jack Forehand (@practicalquant) and Justin Carbonneau (@jjcarbonneau), partners at Validea. Justin and Jack discuss a wide range of investing topics including factor investing, value investing, momentum investing, multi-factor investing, trend following, market valuation and more with the goal of helping those who watch and listen become better long term investors.
SEE LATEST EPISODES
https://www.validea.com/excess-returns-podcast
FIND OUT MORE ABOUT VALIDEA
https://www.validea.com
FOLLOW OUR BLOG
https://blog.validea.com
FIND OUT MORE ABOUT VALIDEA CAPITAL
https://www.valideacapital.com
FOLLOW JACK Twitter:
https://twitter.com/practicalquant
LinkedIn: https://www.linkedin.com/in/jack-forehand-8015094
FOLLOW JUSTIN Twitter:
https://twitter.com/jjcarbonneau
LinkedIn: https://www.linkedin.com/in/jcarbonneau
- The criteria of his G Score strategy
- Whether accounting standards should change to account for intangible assets
- The balance between quality and value in portfolio construction
- Separating winners from losers in Financial stocks
- Whether investors can profit from information on Twitter
FOLLOW PROFESSOR MOHANRAM ON TWITTER
https://twitter.com/pmohanram
PROFFESSOR MOHANRAM'S RESEARCH
https://www.rotman.utoronto.ca/FacultyAndResearch/Faculty/FacultyBios/Mohanram
ABOUT THE PODCAST
Excess Returns is an investing podcast hosted by Jack Forehand (@practicalquant) and Justin Carbonneau (@jjcarbonneau), partners at Validea. Justin and Jack discuss a wide range of investing topics including factor investing, value investing, momentum investing, multi-factor investing, trend following, market valuation and more with the goal of helping those who watch and listen become better long term investors.
SEE LATEST EPISODES
https://www.validea.com/excess-returns-podcast
FIND OUT MORE ABOUT VALIDEA
https://www.validea.com
FOLLOW OUR BLOG
https://blog.validea.com
FIND OUT MORE ABOUT VALIDEA CAPITAL
https://www.valideacapital.com
FOLLOW JACK Twitter:
https://twitter.com/practicalquant
LinkedIn: https://www.linkedin.com/in/jack-forehand-8015094
FOLLOW JUSTIN Twitter:
https://twitter.com/jjcarbonneau
LinkedIn: https://www.linkedin.com/in/jcarbonneau
Released:
Aug 30, 2020
Format:
Podcast episode
Titles in the series (100)
The Pitfalls of Back Testing by Excess Returns