Tag: bond risk premium
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?
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
Liquidity Cascades: The Coordinated Risk of Uncoordinated Market Participants
September 11, 2020
Rebalance Timing Luck: The (Dumb) Luck of Smart Beta
August 14, 2020
Heads I Win, Tails I Hedge
July 6, 2020
Harvesting the Bond Risk Premium
By Nathan Faber
On August 5, 2019