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Thomas Idzorek, CFA, Head of Investment Methodology and Economic Research at Morningstar: Popularity: A Unifying Asset Pricing Framework?
October 18, 2016 @ 11:00 am - 1:00 pm
In a 2014 article, Thomas Idzorek and Roger Ibbotson introduced popularity as an asset pricing framework. Popularity seems to provide a transcendent principle or insight that explains return premiums that are consistent with equilibrium efficient market asset pricing explanations (traditional risk and return framework) as well as so called anomalies that are not consistent with efficient market explanations, and thus require behavioral finance based explanations. Idzorek will present their theory of popularity and their latest research on its new potential dimensions. His work on the “Dimensions of Popularity” has also been cited in The Economist.