Duration Timing with Style Premia: Value, momentum, carry, and an explicit measure of the bond risk premium all produce strong absolute and risk-adjusted returns for timing duration.

Timing Bonds with Value, Momentum and Carry: Using value, momentum, and carry techniques in order to vary bond exposure.

Navigating Municipal Bonds With Factors: A portfolio formed with the low volatility, value, and carry factors has sufficiently low turnover that these factors may have value in setting strategic allocations across municipal bond sectors.