Tag: diversification (Page 1 of 8)
Long/flat trend-following strategies look like call options with uncertainty. Combining multiple trend models can reduce this uncertainty in the payout.
We demonstrate how simple differences in dual momentum implementations can lead to annual performance differences up to thousands of basis points.
In this commentary we explore whether manager diversification can have risk reduction benefits like those found with asset diversification.
A brief note that explores the impact of process diversification on terminal wealth dispersion, a key metric in portfolio planning.
No Pain, No Premium
By Corey Hoffstein
On February 4, 2019