Tag: active risk
In this research note, we ask whether trend-following techniques can be applied to the active returns of long-only style portfolios.
Index Funds Reimagined?
May 19, 2023
Portfolio Tilts versus Overlays: It’s Long/Short Portfolios All the Way Down
April 12, 2023
What Is Managed Futures?
February 2, 2023
The Hidden Cost in Costless Put-Spread Collars: Rebalance Timing Luck
January 24, 2023
Return Stacking in an Inverted Yield Curve Environment
January 18, 2023
Thinking in Long/Short Portfolios
By Corey Hoffstein
On March 5, 2018