Tag: duration (Page 1 of 2)
In this research note we explore quantitative trend, value, and carry signals for timing exposure to bonds and find evidence of their historical efficacy.
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 Bank of Canada cut rates in 2015 – so why did Canadian preferreds lose 20%? And what can American investors learn from this experience?
The prospect of rising rates is constantly in the news, but simply shortening duration may not protect a portfolio. Doing so could result in a worse outcome
A Carry-Trend-Hedge Approach to Duration Timing
By Corey Hoffstein
On October 15, 2018