Category: Value (Page 3 of 4)
Can value, momentum, carry, and an explicit measure of the bond risk premium be used as methods for timing duration in a fixed income portfolio?
While quantitative styles such as value, momentum, low volatility, and carry have been applied to equities, we explore their use within municipal bonds.
Growth and value have intuitive definitions but can be quantified in many ways. A diversified approach can lead to more consistent performance over time
Timing Bonds with Value, Momentum, and Carry
By Corey Hoffstein
On January 29, 2018