Flirting with Models

The Research Library of Newfound Research

Tag: factor timing

The Limit of Factor Timing

Factor timing doesn't require extreme accuracy, but finiding a model that has that accuracy may be difficult. Diversifying is often the best approach.

Style Surfing the Business Cycle

In this commentary, we ask whether a business-cycle-based approach to factor timing can be an effective way to govern style exposures.

Market Timing Factor Premiums: Exploiting Behavioral Biases for Fun and Profit

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