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Episode 306: Bootstrapping and EconoMe and Mini-ranting, Oh My!
Manage episode 390772704 series 2926153
In this episode we answer emails from Jenzo, Priah and Matt. We discuss a levered portfolio and tracking errors, the limitation of Scott Cederburg's latest academic paper, bootstrapping -- what it is and how it works --, what "blend" means in factor-speak, and some pitfalls with Portfolio Visualizer's datasets,
And also the upcoming EconoMe Conference in March 2024 with a discount code for our listeners, "riskparityradio":
Links:
EconoMe Conference: EconoMe Conference - March 15th-17th, 2024
Academic Paper Critical of Lifecycle Investment Advice: delivery.php (ssrn.com)
Rational Reminder Podcast re same paper: Lifecycle Asset Allocation, and Retiring Successfully with Justin King | Rational Reminder 281 - YouTube
Portfolio Visualizer Documentation: Portfolio Visualizer Documentation
Matt's First Montecarlo Analysis: Monte Carlo Simulation (portfoliovisualizer.com)
Matt's Second Montecarlo Analysis: Monte Carlo Simulation (portfoliovisualizer.com)
Modifying Matt's Analysis to Account for Earlier Data: Monte Carlo Simulation (portfoliovisualizer.com)
Father McKenna Center Donation Page: Donate - Father McKenna Center
Father McKenna Center Charity Navigator Rating: Charity Navigator - Rating for Father McKenna Center Inc.
341 episodes
Manage episode 390772704 series 2926153
In this episode we answer emails from Jenzo, Priah and Matt. We discuss a levered portfolio and tracking errors, the limitation of Scott Cederburg's latest academic paper, bootstrapping -- what it is and how it works --, what "blend" means in factor-speak, and some pitfalls with Portfolio Visualizer's datasets,
And also the upcoming EconoMe Conference in March 2024 with a discount code for our listeners, "riskparityradio":
Links:
EconoMe Conference: EconoMe Conference - March 15th-17th, 2024
Academic Paper Critical of Lifecycle Investment Advice: delivery.php (ssrn.com)
Rational Reminder Podcast re same paper: Lifecycle Asset Allocation, and Retiring Successfully with Justin King | Rational Reminder 281 - YouTube
Portfolio Visualizer Documentation: Portfolio Visualizer Documentation
Matt's First Montecarlo Analysis: Monte Carlo Simulation (portfoliovisualizer.com)
Matt's Second Montecarlo Analysis: Monte Carlo Simulation (portfoliovisualizer.com)
Modifying Matt's Analysis to Account for Earlier Data: Monte Carlo Simulation (portfoliovisualizer.com)
Father McKenna Center Donation Page: Donate - Father McKenna Center
Father McKenna Center Charity Navigator Rating: Charity Navigator - Rating for Father McKenna Center Inc.
341 episodes
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