EPISODE · Jun 29, 2023 · 50 MIN
Building a Six Factor Model Using Intangible Value with Kai Wu
from Excess Returns · host Excess Returns
In this episode, we speak with Sparkline Capital founder Kai Wu about his excellent recent paper "Intangible Value: A Sixth Factor". We discuss his research on the importance of intangible assets, how to measure them and turn them into a value factor, the benefits of intangible value to a multi-factor portfolio, and how he used it to construct a 6-factor model. We hope you enjoy the discussion. SEE LATEST EPISODES https://www.validea.com/excess-returns-podcast FIND OUT MORE ABOUT VALIDEA https://www.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
NOW PLAYING
Building a Six Factor Model Using Intangible Value with Kai Wu
No transcript for this episode yet
Similar Episodes
May 13, 2026 ·35m
May 12, 2026 ·37m
May 8, 2026 ·15m
May 6, 2026 ·27m
May 5, 2026 ·35m
Apr 29, 2026 ·26m