Compound Your Knowledge: Diversification, Investment CAPM, Factor Investing

Today, Ryan and Jack discuss three topics discussed on Alpha Architect's blog over the past two weeks. First, they discuss a post by Wes, discussing the benefits and pitfalls of portfolio diversification. Second, they discuss a new working paper which questions how the Investment CAPM can price momentum. Last, they discuss a guest post by Larry Swedroe, which examines Portfolio Construction for factor funds. Video Links/Notes Summing Up the Potential Benefits and Pitfalls of Diversification in 3 Slides https://alphaarchitect.com/2018/10/04/summing-up-the-potential-benefits-and-pitfalls-of-diversification-in-3-slides/ How Can the Investment CAPM Price Momentum? https://alphaarchitect.com/2018/10/02/how-can-the-investment-capm-price-momentum/ How a Multi-Factor Portfolio is Constructed Matters https://alphaarchitect.com/2018/10/11/how-a-multi-factor-portfolio-is-constructed-matters/