Andrew Ang, Asset Management: A Systematic Approach to Factor Investing, Chapter 7: Factors is a 26 minute instructional video analyzing the following concepts:
* Describe the process of value investing, and explain reasons why a value premium may exist.
* Explain how different macroeconomic risk factors, including economic growth, inflation, and volatility, affect risk premiums and asset returns.
* Assess methods of mitigating volatility risk in a portfolio, and describe challenges that arise when managing volatility risk.
* Explain how dynamic risk factors can be used in a multifactor model of asset returns, using the FamaFrench model as an example.
* Compare value and momentum investment strategies, including their risk and return profiles.