In this episode we answer emails from Jenzo, Priah and Matt.  We discuss a levered portfolio and tracking errors, the limitation of Scott Cederburg's latest academic paper, bootstrapping -- what it is and how it works --,  what "blend" means in factor-speak, and some pitfalls with Portfolio Visualizer's datasets,

And also the upcoming EconoMe Conference in March 2024 with a discount code for our listeners, "riskparityradio":

Links:

EconoMe Conference:  EconoMe Conference - March 15th-17th, 2024

Academic Paper Critical of Lifecycle Investment Advice:  delivery.php (ssrn.com)

Rational Reminder Podcast re same paper:  Lifecycle Asset Allocation, and Retiring Successfully with Justin King | Rational Reminder 281 - YouTube

Portfolio Visualizer Documentation:  Portfolio Visualizer Documentation

Matt's First Montecarlo Analysis:  Monte Carlo Simulation (portfoliovisualizer.com)

Matt's Second Montecarlo Analysis:  Monte Carlo Simulation (portfoliovisualizer.com)

Modifying Matt's Analysis to Account for Earlier Data: Monte Carlo Simulation (portfoliovisualizer.com)

Father McKenna Center Donation Page:  Donate - Father McKenna Center

Father McKenna Center Charity Navigator Rating:  Charity Navigator - Rating for Father McKenna Center Inc.

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