You can watch the video via the link below:
Video Summary
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.
Video Links/Notes
- 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
About the Author: Jack Vogel, PhD
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Important Disclosures
For informational and educational purposes only and should not be construed as specific investment, accounting, legal, or tax advice. Certain information is deemed to be reliable, but its accuracy and completeness cannot be guaranteed. Third party information may become outdated or otherwise superseded without notice. Neither the Securities and Exchange Commission (SEC) nor any other federal or state agency has approved, determined the accuracy, or confirmed the adequacy of this article.
The views and opinions expressed herein are those of the author and do not necessarily reflect the views of Alpha Architect, its affiliates or its employees. Our full disclosures are available here. Definitions of common statistics used in our analysis are available here (towards the bottom).
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