Tag: momentum (Page 1 of 7)
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?
Factors are often discussed as a means to potential enhance portfolio return; but how should factors be combined when portfolio goals are considered?
Traditional academic equity factors exhibit time-varying beta exposure. Does this varying exposure imply returns from "market timing"?
Momentum-based sector rotation is a popular investment strategies. Can we introduce advancements in momentum investing to improve it?
A Gentle Guide to Global Tactical Asset Allocation
By Corey Hoffstein
On August 7, 2017