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Podcast: The Meb Faber Show - Better Investing
Episode: Laurens Swinkels, Robeco – The Global Market Portfolio, (Realistic) Expected Returns & Global Factor Premiums | #392
Description: Today’s guest is Laurens Swinkels, Robeco’s Head of Quant Strategy and one of my favorite authors.In today’s episode, we walk through some of Laurens’ favorite research. We begin with the global market portfolio, how it’s evolved over time and where crypto fits in today. Then we talk about his research on factor performance dating back to the 19th century.We also cover his framework for determining expected returns for all major asset classes and why he and his team decided to include climate change in that analysis for the first time this...