Month: April 2019
The perfect withdrawal rate in a retirement portfolio contains more risk than meets the eye. The order of returns is extremely important.
Using simulation techniques, we aim to explore how different trend speed models behave for different drawdown sizes, durations, and volatility levels.
While tactical equity strategies are generally assumed to be tax inefficient, we document the historical capital gains profile of such an approach.
Style Surfing the Business Cycle
By Corey Hoffstein
On April 29, 2019