Flirting with Models

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Tag: portable beta

Diversification with Portable Beta

Looking at the passive and active components of a portable beta strategy can shed insight on how they perform individually and interact with each other.

Tactical Portable Beta

We revisit the idea of portable beta to introduce a tactical 90/60 model, which uses value, trend, and carry signals to govern equity and bond exposure.

Portable Beta: Making the Most of the Returns You’re Already Getting

We introduce the idea of "portable beta": synthetic, additional exposure to asset classes achieved through efficient derivative exposure.