Tag: fragility
Simplicity can be surprisingly robust, but too much simplicity can be surprisingly fragile. We explore the limits of simplicity in trend equity strategies.
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
What do portfolios and teacups have in common?
By Corey Hoffstein
On December 17, 2018