Constructing a Multi-Factor Portfolio
Is there any interest in discussing how to go about setting up a multi-factor portfolio?
- What is a factor portfolio?
- What factors to include? Size, value, momentum, quality, volatility, etc.
- What ETFs should be used to construct such a portfolio?
- Which Kipling model to use to manage the portfolio?
Please submit your interest, ideas, and anything else you think appropriate to this discussion.
I would be interested in this discussion but I am currently limited in the amount of time I can devote. Wish I was retired but with two teenagers and all the sports they do it is a full time job just keeping up.
Understood. If you have time, I highly recommend the Berkin & Swedroe book I referenced on this subject.