Category: Portfolio Construction (Page 4 of 10)
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.
We explore the Barclays Shiller CAPE sector rotation strategy, a value strategy whose recent success may have far less to do with value than it seems.
New research from Axioma suggests that less is more when it comes to style titlts, once again demonstrating the impact of specification vs style.
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.
Global Growth-Trend Timing
By Steven Braun
On November 4, 2019