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Multi Factor Investing with Rodrigo Petricioli, MFE
The Quant / Financial Engineering Podcast
Do You Want to Get Paid for the Risk?
The model allows you to readjust the way the risky components of your portfolio are allocated based on how much risk you're willing to take. So say the Dow 30 has a beta for the market of one, and I want my portfolio returns to generate more return when the market rises. "I want to not necessarily get paid for the risk, but I want to know what my risks are," he says.
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