Behind The Markets Podcast: The 2022 Jacobs Levy Quantitative Finance Conference
Behind the Markets Podcast
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I Would Not Tell Individual Retail Investors to Use These Factors to Form Portfolios
I would not pe a big fan of telling individual retail investors to be using these factors to form portfolios. They're competing against institutions that have teams of people that can efficiently combine all the factors and then they manage the risk. So for a retail investor to do that, i think would be extremely difficult. And so they're likely to load up on one particular characteristic and have a portfolio that, as a result, is going to be very inefficiently risky.
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