The Quant / Financial Engineering Podcast

Multi Factor Investing with Rodrigo Petricioli, MFE

Dec 10, 2022

22:48

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Highlights

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Episode notes

Do You Want to Get Paid for the Risk?

01:45

How to Replicate a Dow 30 Index?

01:53

Replicating a Dow 30?

01:37

Introduction

4min

Multifactor Portfolio Management

2min

The Famine French Three Factor Model - How Do You Measure That Risk?

3min

How to Replicate a Dow 30 Index?

2min

Do You Want to Get Paid for the Risk?

2min

Is There a Sue Out There?

3min

Warren Buffett - Do You Want to Diversify?

2min

Is Warren Buffett a Traditional Value Investor?

2min

Replicating a Dow 30?

2min

10.

What Kind of a Tool Did You Use to Do This?

2min

Professor Zoro speaks with Rodrigo Petricioli, MFE (https://www.linkedin.com/in/rodrigo-petricioli) about Multi Factor Investing, Modeling. They discuss how such a model can be valuable when risk goes up (especially during a recession). Rodrigo also explains the strategy and coding used in this project. Professor Zoro manages Lehigh MFE program https://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering