Tag: style premia (Page 1 of 2)
In this research note, we ask whether trend-following techniques can be applied to the active returns of long-only style portfolios.
We explore the risk-based framework that gives risk to our philosophy of "no pain, no premium" and its implications for diversification.
An introduction to global tactical asset allocation ("GTAA") using systematic styles like value, momentum, carry, defensive and trend.
We outline four important considerations that we believe can have an outsized impact on tactical asset allocation performance if ignored.
Factors and the Glide Path
By Corey Hoffstein
On September 16, 2019