Episode 90:  Here We Go Once Again With The Emails!  Whoa! episode artwork

EPISODE · May 27, 2021 · 33 MIN

Episode 90: Here We Go Once Again With The Emails! Whoa!

from Risk Parity Radio · host Frank Vasquez

In this episode we answer emails from Melissa, Nick, Don, Matt H (x2), Andrew (x2) and Keith.  We dive into short-term correlations, agreements with Big Ern on ultra-conservative portfolios, Fractal vs Gaussian mathematics (oh, boy!), taunting Wealthfront a second time, and I-bonds preview,  leveraged etf portfolios,  VBR vs. VIOV, M1 pies, what's going on with Gamestop in VIOV and the Fama-French Three-Factor Model.  Are you ready for this?Links:Sample Portfolios Page:  Portfolios | Risk Parity RadioRational Reminder Podcast #151:  The Rational Reminder Podcast: Professor Brad Cornell: A Skeptic’s Look at the Cross Section of Expected Returns (EP.151) (libsyn.com)Optimized Portfolios Site:  Leverage | Optimized PortfolioMethodologies for S&P Style Factors and Funds:  S&P Methodologies PaperIntro to Fama-French Three-Factor Model:  Fama and French Three Factor Model (investopedia.com)Support the show

In this episode we answer emails from Melissa, Nick, Don, Matt H (x2), Andrew (x2) and Keith. We dive into short-term correlations, agreements with Big Ern on ultra-conservative portfolios, Fractal vs Gaussian mathematics (oh, boy!), taunting Wealthfront a second time, and I-bonds preview, leveraged etf portfolios, VBR vs. VIOV, M1 pies, what's going on with Gamestop in VIOV and the Fama-French Three-Factor Model. Are you ready for this? Links: Sample Portfolios Page...

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Episode 90: Here We Go Once Again With The Emails! Whoa!

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This episode was published on May 27, 2021.

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In this episode we answer emails from Melissa, Nick, Don, Matt H (x2), Andrew (x2) and Keith.  We dive into short-term correlations, agreements with Big Ern on ultra-conservative portfolios, Fractal vs Gaussian mathematics (oh, boy!), taunting...

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