Inflation, Factors and Stock Returns with Ehren Stanhope
In this episode, we speak with O'Shaughnessy Asset Management's Ehren Stanhope about his excellent research paper "The Great Inflation, Factors, and Stock Returns." We discuss the history of inflation and the major regime changes that have occurred throughout history and what we can learn from them to help evaluate the current inflationary picture. And we look at how different factors and assets have performed in high inflation environments.
We hope you enjoy the discussion.
ABOUT THE PODCAST
Excess Returns is an investing podcast hosted by Jack Forehand (@practicalquant) and Justin…
The skinny
The skinny isn't ready yet — notes appear once the transcript is processed.