style premia Archives | Flirting with Models

Tag: style premia (Page 1 of 2)

Trend Following Active Returns

By Corey Hoffstein

On September 23, 2019

In this research note, we ask whether trend-following techniques can be applied to the active returns of long-only style portfolios.

Factors and the Glide Path

By Corey Hoffstein

On September 16, 2019

We derive a multi-asset and equity style-based glide path based upon an investor’s age and net-worth relative to their desired spending level.

No Pain, No Premium

By Corey Hoffstein

On February 4, 2019

We explore the risk-based framework that gives risk to our philosophy of "no pain, no premium" and its implications for diversification.

A Gentle Guide to Global Tactical Asset Allocation

By Corey Hoffstein

On August 7, 2017

An introduction to global tactical asset allocation ("GTAA") using systematic styles like value, momentum, carry, defensive and trend.

Four Important Details in Tactical Asset Allocation

By Corey Hoffstein

On July 10, 2017

We outline four important considerations that we believe can have an outsized impact on tactical asset allocation performance if ignored.

Systematic Tactical Allocation Strategies

Trend Equity
Long/flat equity trend-following strategies that seek to participate in equity market growth while reducing the impact of severe and prolonged market declines.

Portable Beta
Strategies that seek to benefit from enhanced diversification and capital efficiency through the select application of leverage.

Multi-Asset
Broadly diversified mandates seeking to benefit from a wide range of return sources including both traditional market exposures and non-traditional style premia.

Fixed Income
Strategies seeking excess risk-adjusted returns through the systematic application of style premia across bond sectors.

Model Portfolios
Free-to-subscribe, open-architecture strategic asset allocation models available in multiple risk profiles.

Custom Index Solutions
Custom-tailored investment solutions that are built with and powered by our research and insights

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