Seminar 217, Risk Management: Popularity: A Unifying Asset Pricing Framework?

Seminar 217, Risk Management: Popularity: A Unifying Asset Pricing Framework?

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Oct 18, 2016, 11:00 AM - 01:00 PM | 639 Evans Hall | Happening As Scheduled
Thomas Idzorek, Morningstar (Speaker - Featured)
In a 2014 article, Thomas Idzorek and Roger Ibbotson introduced popularity as an asset pricing framework. Popularity seems to provide a transcendent principle or insight that explains return premiums that are consistent with equilibrium efficient market asset pricing explanations (traditional risk and return framework)