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Compound Your Knowledge: Diversification, Investment CAPM, Factor Investing

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Indhold leveret af Alpha Architect. Alt podcastindhold inklusive episoder, grafik og podcastbeskrivelser uploades og leveres direkte af Alpha Architect eller deres podcastplatformspartner. Hvis du mener, at nogen bruger dit ophavsretligt beskyttede værk uden din tilladelse, kan du følge processen beskrevet her https://da.player.fm/legal.
Today, Ryan and Jack discuss three topics discussed on Alpha Architect's blog over the past two weeks. First, they discuss a post by Wes, discussing the benefits and pitfalls of portfolio diversification. Second, they discuss a new working paper which questions how the Investment CAPM can price momentum. Last, they 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 https://alphaarchitect.com/2018/10/04/summing-up-the-potential-benefits-and-pitfalls-of-diversification-in-3-slides/ How Can the Investment CAPM Price Momentum? https://alphaarchitect.com/2018/10/02/how-can-the-investment-capm-price-momentum/ How a Multi-Factor Portfolio is Constructed Matters https://alphaarchitect.com/2018/10/11/how-a-multi-factor-portfolio-is-constructed-matters/
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Manage episode 236843490 series 2431123
Indhold leveret af Alpha Architect. Alt podcastindhold inklusive episoder, grafik og podcastbeskrivelser uploades og leveres direkte af Alpha Architect eller deres podcastplatformspartner. Hvis du mener, at nogen bruger dit ophavsretligt beskyttede værk uden din tilladelse, kan du følge processen beskrevet her https://da.player.fm/legal.
Today, Ryan and Jack discuss three topics discussed on Alpha Architect's blog over the past two weeks. First, they discuss a post by Wes, discussing the benefits and pitfalls of portfolio diversification. Second, they discuss a new working paper which questions how the Investment CAPM can price momentum. Last, they 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 https://alphaarchitect.com/2018/10/04/summing-up-the-potential-benefits-and-pitfalls-of-diversification-in-3-slides/ How Can the Investment CAPM Price Momentum? https://alphaarchitect.com/2018/10/02/how-can-the-investment-capm-price-momentum/ How a Multi-Factor Portfolio is Constructed Matters https://alphaarchitect.com/2018/10/11/how-a-multi-factor-portfolio-is-constructed-matters/
  continue reading

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