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Day 6 – Factor Investing and the Pitfalls of Poor Strategy Construction

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Manage episode 233871468 series 2508179
Content provided by ReSolve Asset Management. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by ReSolve Asset Management or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://player.fm/legal.

While we have played defense with concepts such as equal risk contribution, which help avoid big losses and mitigate sequence of returns risk, it’s time to play some offense. As we seek to compound our portfolios in the highest possible number of positive rolling periods, we need to better understand where returns are really coming from and how sustainable than can be. On this 6th day, we will investigate the many ways to harvest excess returns from investment factors (also known as style premia), and how to avoid being specifically wrong in your approach.

Reference: https://investresolve.com/blog/active-passive-factors/

https://investresolve.com/blog/factors-essential-part-nutritious-portfolio/

  continue reading

22 episodes

Artwork
iconShare
 
Manage episode 233871468 series 2508179
Content provided by ReSolve Asset Management. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by ReSolve Asset Management or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://player.fm/legal.

While we have played defense with concepts such as equal risk contribution, which help avoid big losses and mitigate sequence of returns risk, it’s time to play some offense. As we seek to compound our portfolios in the highest possible number of positive rolling periods, we need to better understand where returns are really coming from and how sustainable than can be. On this 6th day, we will investigate the many ways to harvest excess returns from investment factors (also known as style premia), and how to avoid being specifically wrong in your approach.

Reference: https://investresolve.com/blog/active-passive-factors/

https://investresolve.com/blog/factors-essential-part-nutritious-portfolio/

  continue reading

22 episodes

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