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

Risk Parity Radio - Podcast autorstwa Frank Vasquez

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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 1...

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