EPISODE · Jun 27, 2024 · 26 MIN
Episode 348: Portfolios For 11-Year Olds, Basic Return Stacking, And A Fama-French Kerfuffle
from Risk Parity Radio · host Frank Vasquez
In this episode we answer emails from Marco Esquandolas, Adrian and Paulo. We discuss portfolio advice for a precocious 11-year old, a simple return-stacked portfolio a la Corey Hoffstein and the priority of the Simplicity Principle, and some recent articles about the Fama-French database.Links:Corey Hoffstein Talking About His Return-Stacked Portfolio: Show Us Your Portfolio: Corey Hoffstein (youtube.com)Paulo's Bloomberg Article: A Fight Over Factor Investing Tests a Pillar of Modern Finance - BloombergSummary Critique of Fama-French Database Issues: ftalphaville.ft.com/content/2e87e7f9-c2ad-4dcb-afc3-2a0f8d0a6ca3Fama-French Response Paper: Production of U.S. Rm-Rf, SMB, and HML in the Fama-French Data Library by Eugene F. Fama, Kenneth R. French :: SSRNSupport the show
What this episode covers
In this episode we answer emails from Marco Esquandolas, Adrian and Paulo. We discuss portfolio advice for a precocious 11-year old, a simple return-stacked portfolio a la Corey Hoffstein and the priority of the Simplicity Principle, and some recent articles about the Fama-French database. Links: Corey Hoffstein Talking About His Return-Stacked Portfolio: Show Us Your Portfolio: Corey Hoffstein (youtube.com) Paulo's Bloomberg Article: A Fight Over Factor Investing Tests a...
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Episode 348: Portfolios For 11-Year Olds, Basic Return Stacking, And A Fama-French Kerfuffle
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