Franklin Fuchs

Franklin Fuchs

Mondelēz

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bogleheads

Pure Indexing, Flirting with Factors, and Finding Intermediaries: Thoughts on Addressing Three-Fund Portfolio Inefficiencies

44 minute read

Published:

After reading Ang’s ‘Asset Management: A Systematic Approach to Factor Investing’ and rereading the newest 50th anniversary edition of Malkiel’s ‘A Random Walk Down Wall Street,’ I wanted to explore how funds like Dimensional’s DFUS address indexing inefficiencies without fully committing to factor tilts. The goal: capture market beta with index inefficiencies such as adverse selection addressed. 5-factor regressions indicate DFUS is a VTI equivalent for US equities, but a VXUS equivalent remains unsolved. This is not financial advice and I am just your average retail investor.

factor-investing

Pure Indexing, Flirting with Factors, and Finding Intermediaries: Thoughts on Addressing Three-Fund Portfolio Inefficiencies

44 minute read

Published:

After reading Ang’s ‘Asset Management: A Systematic Approach to Factor Investing’ and rereading the newest 50th anniversary edition of Malkiel’s ‘A Random Walk Down Wall Street,’ I wanted to explore how funds like Dimensional’s DFUS address indexing inefficiencies without fully committing to factor tilts. The goal: capture market beta with index inefficiencies such as adverse selection addressed. 5-factor regressions indicate DFUS is a VTI equivalent for US equities, but a VXUS equivalent remains unsolved. This is not financial advice and I am just your average retail investor.

index-funds

Pure Indexing, Flirting with Factors, and Finding Intermediaries: Thoughts on Addressing Three-Fund Portfolio Inefficiencies

44 minute read

Published:

After reading Ang’s ‘Asset Management: A Systematic Approach to Factor Investing’ and rereading the newest 50th anniversary edition of Malkiel’s ‘A Random Walk Down Wall Street,’ I wanted to explore how funds like Dimensional’s DFUS address indexing inefficiencies without fully committing to factor tilts. The goal: capture market beta with index inefficiencies such as adverse selection addressed. 5-factor regressions indicate DFUS is a VTI equivalent for US equities, but a VXUS equivalent remains unsolved. This is not financial advice and I am just your average retail investor.

investing

Pure Indexing, Flirting with Factors, and Finding Intermediaries: Thoughts on Addressing Three-Fund Portfolio Inefficiencies

44 minute read

Published:

After reading Ang’s ‘Asset Management: A Systematic Approach to Factor Investing’ and rereading the newest 50th anniversary edition of Malkiel’s ‘A Random Walk Down Wall Street,’ I wanted to explore how funds like Dimensional’s DFUS address indexing inefficiencies without fully committing to factor tilts. The goal: capture market beta with index inefficiencies such as adverse selection addressed. 5-factor regressions indicate DFUS is a VTI equivalent for US equities, but a VXUS equivalent remains unsolved. This is not financial advice and I am just your average retail investor.

personal-finance

Pure Indexing, Flirting with Factors, and Finding Intermediaries: Thoughts on Addressing Three-Fund Portfolio Inefficiencies

44 minute read

Published:

After reading Ang’s ‘Asset Management: A Systematic Approach to Factor Investing’ and rereading the newest 50th anniversary edition of Malkiel’s ‘A Random Walk Down Wall Street,’ I wanted to explore how funds like Dimensional’s DFUS address indexing inefficiencies without fully committing to factor tilts. The goal: capture market beta with index inefficiencies such as adverse selection addressed. 5-factor regressions indicate DFUS is a VTI equivalent for US equities, but a VXUS equivalent remains unsolved. This is not financial advice and I am just your average retail investor.