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Episode
RR Community Webinar: Wes Gray
Views
8K
1.0× the show’s average
Episode8K
Show avg9K
Published
5y ago
Jul 3, 2021
Length
1h 49m
show avg 1h 11m
From the show
Chapters
This is a recording of a live webinar for the Rational Reminder Community featuring Wes Gray. https://community.rationalreminder.ca/ https://alphaarchitect.com/
- 0:00Intro
- 2:19Few things about Alpha Architect
- 8:12Can you talk us through the arguments against holding a concentrated factor portfolio?
- 12:30Can we just have concentrated value and concentrated momentum and that’s it?
- 17:00Now can you pick those arguments apart and tell us why concentration might be superior?
- 19:23We can’t be sure that we are measuring the right stuff to build our factor portfolios, concentration is dangerous. https://alphaarchitect.com/2021/01/12/the-definitive-study-on-long-term-factor-investing-returns/
- 28:23Would we expect higher factor premiums?
- 30:06Are markets inefficient?
- 32:53What are your thoughts on concentration vs. leverage in seeking higher expected returns?
- 39:50How important do you think it is to have something like managed futures if you’re going to go with a concentrated portfolio?
- 41:55Would you say factor investing more short volatility than market cap investing?
- 45:44Why isn’t everyone a concentrated systematic value investor?
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