What Works on Wall Street Podcast

Latest Episodes:

Helping Advisors with ESG Challenges (EP.13) Mar 31, 2021

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Jim O'Shaughnessy and OSAM PM Travis Fairchild discuss Travis' recent paper on ESG. The discussion focuses on using Custom Indexing and technology to solve many of the challenges advisors face in aligning client portfolios with unique client values.

The Case for Small Cap Stocks Sep 16, 2020

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OSAM Portfolio Manager Travis Fairchild and Associate Jamie Catherwood come on to discuss their April paper titled 'The Historic Opportunity in Small Cap Stocks'

The Factor Archives: Value (EP.11) Feb 24, 2020

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Price is one of the most predictive determinants of future alpha and investors have recognized this since the first value fund was founded in 1779. While market environments and the methods of equity valuation have changed, the concept of purchasing stocks at discounted prices has persisted for centuries.

The Factor Archives: Shareholder Yield (EP.10) Dec 18, 2019

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Although buybacks are constantly in the news, they have benefitted investors for centuries. In this episode, Jim and Jamie discuss the relationship between capital allocation and returns, 17th century dividends, 18th century buybacks, and a time when government authorities mandated buyback programs in the U.S.

The Factor Archives: Momentum (EP.09) Dec 14, 2019

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Momentum is rooted in human nature and behavioral biases. This episode is a little different than other WWoWS episodes, as it was originally for guest Jamie Catherwood's own history podcast, of which Jim was the first guest. However, enjoy this dive into the first ever book on behavioral finance. Find Jamie's corresponding article here: https://osam.com/Commentary/the-factor-archives-momentum

ESG The Right Way (EP.08) Dec 13, 2019

Show notes

Jim O'Shaughnessy and OSAM PM Travis Fairchild discuss Travis' recent paper on ESG. The discussion focuses on the right and wrong approaches to ESG, the Canvas platform, and how factor investing ties into ESG.

The Factor Archives: A History of Factor Investing (EP.07) Nov 20, 2019

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While they may not have been known by the same names, many modern investment factors have historical roots stretching back centuries.

Factors from Scratch (EP.06) Sep 20, 2018

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A look back, and forward, at how, when, and why factors work

Negative Equity, Veiled Value, and the Erosion of Price-to-Book (EP.05) May 08, 2018

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The price-to-book ratio has a problem. Accounting distortions are causing record numbers of U.S. companies to report negative book value and more and more cheap companies to be defined as expensive growth companies (Veiled Value Stocks). Join us on this "What Works on Wall Street" podcast to learn more.

A Returns-Based Approach for Allocating U.S. Microcap into Equities Portfolios (EP.04) Dec 01, 2017

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"Traditional" asset allocation favors capacity-based frameworks that are overly-reliant on flawed market cap-weighted indexes. Also, that approach fails to make adjustments for investor risk tolerance or plan size. Investors who use a returns-based approach instead — adding Micro and Small Cap into the equities mix — can expect to see stronger returns and lower volatility. Join us on this "What Works on Wall Street" podcast to learn more...

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