Five Factor Investing with ETFs
Ben Felix Ben Felix
365K subscribers
231,504 views
0

 Published On Mar 27, 2021

Meet with PWL Capital: https://calendly.com/d/3vm-t2j-h3p

Before attempting to implement these portfolios, please read this: Why It Would Be Ludicrous To Invest In These Model Portfolios https://boomerandecho.com/why-it-woul...

Larger companies like Apple and Tesla make up a larger portion of the market compared to smaller companies, and these relative weights are reflected in a market capitalization weighted index fund. Letting the market dictate your portfolio weights has lots of advantages, but pushing the fundamental logic behind index investing one step further leads to the potential for significant improvements in portfolio construction.

Referenced in this video:
Five Factor Investing with ETFs: https://www.pwlcapital.com/resources/...
The relationship between return and market value of common stock: https://www.sciencedirect.com/science...
A Five-Factor Asset Pricing Model: https://papers.ssrn.com/sol3/papers.c...

Timestamps:
0:00 Market Capitalization Weighted Index Fund Explained
1:00 The Efficient Market Hypothesis
3:25 Let’s Get Back to Basics
4:51 Capital Asset Pricing Model (CAPM)
6:40 Empirical Anomalies in the Market
8:56 Risk Premiums
12:30 What I do with my Own Money
------------------
Follow Ben Felix on
- Twitter:   / benjaminwfelix  
- LinkedIn:   / benjaminwfelix  

Visit Rational Reminder: www.https://rationalreminder.ca/

Follow the Rational Reminder on:
- Twitter:   / rationalremind  

Visit PWL Capital: https://www.pwlcapital.com/teams/pass...

Follow PWL Capital on:
- Twitter:   / pwlcapital  
- Facebook:   / pwlcapital  
- LinkedIn:   / pwl-capital  

You can find the Rational Reminder podcast on
Google Podcasts:
https://www.google.com/podcasts?feed=...
Apple Podcasts:
https://itunes.apple.com/ca/podcast/t...
Spotify Podcasts:
https://open.spotify.com/show/6RHWTH9...
------------------

show more

Share/Embed