Nathan Faber, Author at Flirting with Models | Page 2 of 16

Author: Nathan Faber (Page 2 of 16)

The Limit of Factor Timing

By Nathan Faber

On November 11, 2019

Factor timing doesn't require extreme accuracy, but finiding a model that has that accuracy may be difficult. Diversifying is often the best approach.

Macro Timing with Trend Following

By Nathan Faber

On October 7, 2019

Timing when to invest in trend following strategies is hard, but evidence shows it may be done based on the stage of the economic cycle.

Harvesting the Bond Risk Premium

By Nathan Faber

On August 5, 2019

The term premium for bonds is difficult to caputre without de-risking a portfolio. Using levered ETPs can help maintain equity exposure while adding bonds.

Dynamic Spending in Retirement Monte Carlo

By Nathan Faber

On July 15, 2019

Accounting for potential dynamic spending in retirement in the planning process can paint a better picture of retirement success and failure.

The Path-Dependent Nature of Perfect Withdrawal Rates

By Nathan Faber

On April 22, 2019

The perfect withdrawal rate in a retirement portfolio contains more risk than meets the eye. The order of returns is extremely important.

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