Episode 263: A Common Modeling Mistake, Low Beta Funds, And Fun With Finland

from Risk Parity Radio · host Frank Vasquez

In this episode we answer emails from R.J., Mark and Jaako. We discuss how amateur investors doing projections often double-count inflation accidently and apply inappropriate tax rates, using low-beta funds in portfolio construction, and ETFs designed to combat inflation in Finland and elsewhere.Note I misspoke and the USMV low-beta portfolio does better than the two created in Mark's backtests.Links:Value Stock Geek's Podcast Interview of Tyler from Portfolio Charts: Tyler (@PortfolioCharts): The Amazing Power of Uncorrelated Assets (securityanalysis.org)Portfolio Visualizer Monte Carlo Simulator: Monte Carlo Simulation (portfoliovisualizer.com)Rational Reminder Interview of Professor Campbell: Prof. John Y. Campbell: Financial Decisions for Long-term Investors | Rational Reminder 250 - YouTubeAnalysis of Low Beta Portfolios: Backtest Portfolio Asset Allocation (portfoliovisualizer.com)Mark's Correlation Analysis: Asset Correlations (portfoliovisualizer.com)Fund Page for Jaako's Fund: Lyxor EUR 2-10Y Inflation Expectations UCITS ETF - Acc | LYX0U6 | LU1390062245 (justetf.com)Support the show

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This episode was published on May 31, 2023.

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