Tag: duration (Page 1 of 2)
With low current rates and higher durations, the stage may be set for systematic, factor-based approaches to timing bonds – like value, momentum, and carry – to add significant value to passive buy-and-hold.
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