Episode 306: Bootstrapping and EconoMe and Mini-ranting, Oh My!

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 - M...

Om Podcasten

Risk Parity Radio is a podcast about investing located at www.riskparityradio.com.  RPR explores risk-parity style portfolios comprised of uncorrelated or negatively correlated asset classes -- stocks, selected bonds, gold, managed futures, and other easily accessible fund options for the DIY investor.  The goal is to construct portfolios that are robust and can be drawn down on in perpetuity, and to maximize projected Safe Withdrawal Rates regardless of projected overall returns.