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Constructing a Multi-Factor Portfolio

 
Portfolio Construction
Last Post by Lowell Herr 5 years ago
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Forum 1
 Lowell Herr
(@lowell)
Noble Member Admin Registered
Joined: 12 years ago
Posts: 652
Topic starter June 14, 2020 9:32 AM  

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.

Lowell


   
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factor portfolio
Forum 2
 Mark Holbrook
(@markchuteski)
New Member
Joined: 5 years ago
Posts: 1
June 16, 2020 7:18 PM  

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.  


   
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Forum 1
 Lowell Herr
(@lowell)
Noble Member Admin Registered
Joined: 12 years ago
Posts: 652
Topic starter June 17, 2020 9:32 AM  

Mark,

Understood.  If you have time, I highly recommend the Berkin & Swedroe book I referenced on this subject.

Lowell


   
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