Author: Corey Hoffstein (Page 4 of 18)
In this research note, we implement a regression-based and optimized-based approach to achieving pure factor portfolios and report the results achieved.
In this piece, we briefly explore whether model specification choices can be timed using momentum within the context of a naïve trend strategy.
A video presentation discussing the multi-dimensional nature of diversification and how trend equity strategies can diversify "how" and "when."
In this research note we explore how performance for smart beta portfolios has been impacted by rebalance timing luck over the last two decades.
Should I Stay or Should I Growth Now?
By Corey Hoffstein
On January 21, 2020