Risk Parity Radio Episode 90: Here We Go Once Again With The Emails! Whoa!
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 Radio
Rational 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 Portfolio
Methodologies for S&P Style Factors and Funds: S&P Methodologies Paper
Intro to Fama-French Three-Factor Model: Fama and French Three Factor Model (investopedia.com)