You can watch the video via the link below:
Today, Ryan and I discuss three topics discussed on our blog over the past two weeks. First, we discuss a post by Wes, discussing the benefits and pitfalls of portfolio diversification. Second, we discuss a new working paper which questions how the Investment CAPM can price momentum. Last, we discuss a guest post by Larry Swedroe, which examines Portfolio Construction for factor funds.
- Summing Up the Potential Benefits and Pitfalls of Diversification in 3 Slides
- How Can the Investment CAPM Price Momentum?
- How a Multi-Factor Portfolio is Constructed Matters
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