Peter Mladina: Factor Betas and ICAPM in Practice | Rational Reminder 338

Поделиться
HTML-код
  • Опубликовано: 13 янв 2025

Комментарии • 19

  • @barettmac
    @barettmac День назад

    One of my favorite episodes in a while, very interesting. I enjoyed learning about the practical applications of portfolio theory. Thanks for all the hard work the team at PWL does to provide such informative content to the public.

  • @andrewfriedrichs9340
    @andrewfriedrichs9340 11 дней назад +5

    You don't make it to episode 338 of RR if you don't enjoy theoretical nuanced discussions, but I enjoyed the more practical discussion in this episode. It would be interesting to have that kind of a take on the whole passive index fund discussion. For example, if some of the proposed issues do come true when should investors take action? Or is this one of those problems that will be more obvious in hindsight? So far the answer seems to be you cant do anything about it so just hold on.

  • @smachsimo
    @smachsimo 12 дней назад +12

    Great episode! Where is Cam?

    • @jaythefox
      @jaythefox 12 дней назад +24

      Cam's taking a brief break from PWL to work on a crypto dogecoin private equity venture, just to prove Ben wrong, but he'll be back soon. 🤞

    • @gmarks1559
      @gmarks1559 12 дней назад +9

      They booted Cam because he likes dividends 😂

    • @caniggiaful
      @caniggiaful 12 дней назад +8

      Cam is actively managing his own portfolio

    • @JLL12345
      @JLL12345 12 дней назад +12

      Cam suffers from hair envy. Ben's luscious locks pushed him over the edge.

  • @harshitgarg1432
    @harshitgarg1432 10 дней назад +3

    I sometime wish you would release another episode after each podcast or do a live stream where you dumb everything down because it's honestly going over my head

  • @raylo996
    @raylo996 10 дней назад +2

    More episodes on leveraged investing please

  • @ReggiMi25
    @ReggiMi25 5 дней назад

    Ben - based on this video, is it rational to think about allocations to multi-factor funds like Avantis as being mostly a diversifier to sequence of returns that vary from market beta, thus smoothing the ride over 30 years? And not to consider them as actually potentially adding alpha over long periods?

    • @ReggiMi25
      @ReggiMi25 5 дней назад

      … so a bit of portfolio diversification to when returns show up at the cost of slightly higher expense ratios and tracking error variation?

    • @rationalreminder
      @rationalreminder  5 дней назад +1

      I don’t think Peter’s research says conclusively that there are no premiums. I do agree with your comment though. Factor tilts should be thought of as primarily increasing the reliability of long-term outcomes.
      -Ben

  • @thomas6502
    @thomas6502 11 дней назад

    Thank you!

  • @playyourturntodieatvgperson
    @playyourturntodieatvgperson 11 дней назад +1

    Can we have a video on wether algorithmic trading stragegies do better or worse than active and passive managment?

    • @Michael-DS
      @Michael-DS 11 дней назад +4

      That's active management.

    • @Pancho117
      @Pancho117 11 дней назад

      Preety sure they made one episode where they talked about day traders. My take away is that the vast majority of them (north of 95%)make less money than they would make working minimum wage in brasil lol

    • @alexreyes7237
      @alexreyes7237 11 дней назад

      That is active management watch his videos on active vs passive he talks about algorithms and ai

  • @thaddeussmythe2479
    @thaddeussmythe2479 6 дней назад

    For a kindergartener, is he saying factors are generally irrelevant to returns or active management performance is explained by factors?

  • @playyourturntodieatvgperson
    @playyourturntodieatvgperson 11 дней назад

    Second!