Dr. Paul Kaplan
speaker
479 appearances
1 recordings
1 series
first heard Jul 2026
last heard 9 Jul
Dr. Paul Kaplan’s voice in public audio — every appearance, attributed to the second.
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recordings per month · last 12 monthsRecordings per month over the last 12 months — 1 in all, peaking in Jul 2026 with 1.
Appearances
It can't just be
that it pops out of the data, it's got to also be backed up by economic theory.
You have to come up with an economic theory about why a particular factor should pay off.
And then there's another paper we did in the Journal of Investment Management, which I'm proud to say we received the Harry M. Markowitz Award called the CAPM, APT, and the PAPM.
The PAPM is
comes from our popularity book, the Popularity Asset Pricing Model.
So that goes more into where we think factors should come from.
We think it comes from preferences.
And we did incorporate these preferences in the third part of the book,
the grandchild model, where we take into account for every fund, we have it exposed to certain characteristics, and then we combine that with what the investor's preferences might be regarding those characteristics.
That would lead to certain factors paying off.
Who did you interview for that?
Well, let me talk about it maybe first and just in terms of my career, which is I think I've made some positive contributions here and there.
And doing things with rigor and integrity, I think is important.
If you look at all my work, be it this book on Life Cycle for Dance or the book on popularity or my first book called Frontiers of Modern Ass Allocation, published in 2012 by Wiley, everything I write in there, everything has to follow from like first principles.
I was trained in economics where your conclusions have to be based upon the first principles.
I've tried to apply that principle to everything I've done professionally.
Thank you.
Good to be here.
Showing 461–479 of 479 · page 24 of 24
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