Masterclass: Adding More Bets (EP.07)
May 19, 2021•23 min
Episode description
What additional Sleeves can we add to maximize diversity?
We discuss:
- Style premia, factors, smart beta – the benefits and risks
- Efficient negative Sharpe ratios
- Redemptions and “noise traders”
- Larry Swedroe and anomalies
- Value characteristics and correlations
- Flows and Arbitrage opportunities